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 | 0.62% | 3.56 CHF | 3.57 CHF | 50,000 | 50,000 | 31,436 | 30,732 | 112,785 CHF | 110,829 CHF | 55.83% | 55.83% |
12/07/2024 | 0.50% | 3.46 CHF | 3.47 CHF | 50,000 | 50,000 | 38,880 | 38,667 | 133,810 CHF | 133,618 CHF | 33.82% | 33.82% |
11/07/2024 | 0.72% | 3.36 CHF | 3.37 CHF | 50,000 | 50,000 | 29,597 | 28,016 | 101,169 CHF | 96,262 CHF | 66.53% | 66.53% |
10/07/2024 | 0.76% | 3.44 CHF | 3.45 CHF | 50,000 | 50,000 | 27,073 | 25,908 | 92,170 CHF | 88,750 CHF | 90.27% | 90.27% |
09/07/2024 | 0.78% | 3.31 CHF | 3.32 CHF | 50,000 | 50,000 | 26,404 | 25,349 | 86,757 CHF | 83,890 CHF | 99.69% | 99.69% |
08/07/2024 | 0.78% | 3.25 CHF | 3.26 CHF | 50,000 | 50,000 | 27,615 | 26,325 | 89,162 CHF | 85,565 CHF | 81.52% | 81.52% |
05/07/2024 | 0.84% | 3.17 CHF | 3.18 CHF | 50,000 | 50,000 | 26,522 | 25,462 | 81,974 CHF | 79,278 CHF | 98.37% | 98.37% |
04/07/2024 | 0.78% | 3.09 CHF | 3.10 CHF | 50,000 | 50,000 | 27,909 | 27,628 | 85,813 CHF | 85,513 CHF | 81.13% | 81.13% |
03/07/2024 | 0.75% | 3.00 CHF | 3.01 CHF | 50,000 | 50,000 | 27,560 | 26,693 | 87,200 CHF | 84,975 CHF | 84.87% | 84.87% |
02/07/2024 | 0.77% | 3.10 CHF | 3.11 CHF | 50,000 | 50,000 | 29,456 | 27,895 | 91,340 CHF | 86,825 CHF | 67.48% | 67.48% |