Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15/07/2024 | 2.44% | 0.98 CHF | 1.00 CHF | 60,000 | 20,000 | 52,122 | 20,000 | 52,285 CHF | 20,575 CHF | 97.09% | 97.09% |
12/07/2024 | 2.36% | 1.06 CHF | 1.08 CHF | 50,000 | 20,000 | 53,232 | 20,000 | 53,261 CHF | 20,513 CHF | 72.07% | 72.07% |
11/07/2024 | 2.04% | 1.18 CHF | 1.21 CHF | 50,000 | 10,000 | 49,867 | 10,000 | 60,193 CHF | 12,321 CHF | 92.63% | 92.63% |
10/07/2024 | 1.99% | 1.28 CHF | 1.30 CHF | 40,000 | 10,000 | 46,303 | 10,000 | 57,600 CHF | 12,706 CHF | 72.28% | 72.28% |
09/07/2024 | 1.94% | 1.23 CHF | 1.26 CHF | 50,000 | 10,000 | 46,396 | 10,000 | 57,472 CHF | 12,638 CHF | 96.15% | 96.15% |
08/07/2024 | 1.95% | 1.20 CHF | 1.23 CHF | 50,000 | 20,000 | 49,033 | 20,000 | 59,597 CHF | 24,801 CHF | 90.19% | 90.19% |
05/07/2024 | 1.86% | 1.19 CHF | 1.21 CHF | 50,000 | 20,000 | 49,614 | 19,903 | 59,208 CHF | 24,198 CHF | 98.87% | 98.87% |
04/07/2024 | 1.94% | 1.18 CHF | 1.20 CHF | 50,000 | 20,000 | 50,000 | 20,000 | 58,804 CHF | 23,981 CHF | 99.56% | 99.56% |
03/07/2024 | 1.98% | 1.15 CHF | 1.17 CHF | 50,000 | 20,000 | 50,000 | 20,000 | 57,477 CHF | 23,450 CHF | 95.00% | 95.00% |
02/07/2024 | 2.17% | 1.03 CHF | 1.05 CHF | 50,000 | 20,000 | 53,320 | 20,000 | 53,536 CHF | 20,547 CHF | 92.97% | 92.97% |