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 | 0.85% | 1.17 CHF | 1.18 CHF | 60,000 | 60,000 | 52,187 | 36,560 | 60,869 CHF | 42,955 CHF | 98.91% | 98.91% |
12/07/2024 | 0.92% | 1.13 CHF | 1.14 CHF | 60,000 | 60,000 | 52,618 | 37,853 | 57,134 CHF | 41,668 CHF | 82.65% | 82.65% |
11/07/2024 | 0.93% | 1.09 CHF | 1.10 CHF | 60,000 | 60,000 | 52,182 | 36,546 | 55,885 CHF | 39,530 CHF | 99.14% | 99.14% |
10/07/2024 | 0.98% | 1.05 CHF | 1.06 CHF | 60,000 | 60,000 | 52,173 | 36,518 | 53,129 CHF | 37,700 CHF | 99.56% | 99.56% |
09/07/2024 | 1.02% | 0.96 CHF | 0.97 CHF | 60,000 | 60,000 | 60,000 | 36,513 | 58,440 CHF | 35,878 CHF | 99.63% | 99.63% |
08/07/2024 | 1.04% | 0.95 CHF | 0.96 CHF | 60,000 | 60,000 | 60,000 | 36,513 | 57,600 CHF | 35,414 CHF | 99.62% | 99.62% |
05/07/2024 | 1.00% | 1.03 CHF | 1.04 CHF | 60,000 | 60,000 | 58,514 | 38,975 | 58,450 CHF | 39,465 CHF | 72.31% | 72.31% |
04/07/2024 | 1.03% | 0.98 CHF | 0.99 CHF | 60,000 | 30,000 | 60,000 | 30,000 | 58,008 CHF | 29,304 CHF | 92.41% | 92.41% |
03/07/2024 | 1.12% | 0.97 CHF | 0.98 CHF | 60,000 | 60,000 | 60,000 | 36,441 | 53,335 CHF | 33,105 CHF | 99.32% | 99.32% |
02/07/2024 | 1.19% | 0.82 CHF | 0.83 CHF | 70,000 | 60,000 | 66,017 | 36,451 | 55,034 CHF | 30,775 CHF | 99.35% | 99.35% |