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 | 0.49% | 4.42 CHF | 4.43 CHF | 50,000 | 50,000 | 31,449 | 30,744 | 139,993 CHF | 137,411 CHF | 55.76% | 55.76% |
12/07/2024 | 0.40% | 4.32 CHF | 4.33 CHF | 50,000 | 50,000 | 38,879 | 38,666 | 167,365 CHF | 166,992 CHF | 33.82% | 33.82% |
11/07/2024 | 0.53% | 4.22 CHF | 4.23 CHF | 50,000 | 50,000 | 29,597 | 28,016 | 126,747 CHF | 120,434 CHF | 66.54% | 66.54% |
10/07/2024 | 0.60% | 4.30 CHF | 4.31 CHF | 50,000 | 50,000 | 27,073 | 25,908 | 115,603 CHF | 111,173 CHF | 90.28% | 90.28% |
09/07/2024 | 0.63% | 4.18 CHF | 4.19 CHF | 50,000 | 50,000 | 26,405 | 25,349 | 109,618 CHF | 105,847 CHF | 99.69% | 99.69% |
08/07/2024 | 0.60% | 4.11 CHF | 4.12 CHF | 50,000 | 50,000 | 27,776 | 26,495 | 113,703 CHF | 109,018 CHF | 82.11% | 82.11% |
05/07/2024 | 0.66% | 4.03 CHF | 4.04 CHF | 50,000 | 50,000 | 26,521 | 25,462 | 104,913 CHF | 101,299 CHF | 98.37% | 98.37% |
04/07/2024 | 0.61% | 3.96 CHF | 3.97 CHF | 50,000 | 50,000 | 27,909 | 27,628 | 109,981 CHF | 109,443 CHF | 81.13% | 81.13% |
03/07/2024 | 0.61% | 3.86 CHF | 3.87 CHF | 50,000 | 50,000 | 27,560 | 26,693 | 111,113 CHF | 108,150 CHF | 84.87% | 84.87% |
02/07/2024 | 0.61% | 3.97 CHF | 3.98 CHF | 50,000 | 50,000 | 29,455 | 27,894 | 116,962 CHF | 111,088 CHF | 67.48% | 67.48% |