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 | 1.45% | 1.12 CHF | 1.14 CHF | 50,000 | 7,500 | 48,778 | 7,500 | 58,612 CHF | 9,153 CHF | 95.02% | 95.02% |
12/07/2024 | 1.37% | 1.23 CHF | 1.25 CHF | 50,000 | 7,500 | 43,391 | 7,500 | 54,493 CHF | 9,565 CHF | 98.85% | 98.85% |
11/07/2024 | 1.41% | 1.21 CHF | 1.23 CHF | 50,000 | 7,500 | 49,686 | 7,500 | 59,869 CHF | 9,168 CHF | 97.00% | 97.00% |
10/07/2024 | 1.64% | 1.07 CHF | 1.09 CHF | 50,000 | 7,500 | 50,062 | 7,500 | 52,663 CHF | 8,021 CHF | 100.00% | 100.00% |
09/07/2024 | 1.61% | 1.08 CHF | 1.09 CHF | 50,000 | 7,500 | 50,000 | 7,500 | 52,592 CHF | 8,016 CHF | 100.00% | 100.00% |
08/07/2024 | 1.65% | 1.04 CHF | 1.05 CHF | 50,000 | 7,500 | 50,080 | 7,500 | 51,520 CHF | 7,844 CHF | 99.80% | 99.80% |
05/07/2024 | 1.60% | 1.02 CHF | 1.04 CHF | 50,000 | 7,500 | 51,916 | 7,500 | 52,425 CHF | 7,705 CHF | 98.81% | 98.81% |
04/07/2024 | 1.62% | 0.99 CHF | 1.01 CHF | 60,000 | 7,500 | 59,805 | 7,500 | 58,226 CHF | 7,421 CHF | 100.00% | 100.00% |
03/07/2024 | 1.82% | 0.87 CHF | 0.89 CHF | 60,000 | 7,500 | 60,521 | 7,500 | 53,051 CHF | 6,698 CHF | 99.73% | 99.73% |
02/07/2024 | 1.99% | 0.85 CHF | 0.87 CHF | 60,000 | 7,500 | 62,238 | 7,500 | 52,464 CHF | 6,454 CHF | 100.00% | 100.00% |