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 | 0.61% | 3.64 CHF | 3.65 CHF | 50,000 | 50,000 | 31,436 | 30,732 | 115,299 CHF | 113,286 CHF | 55.83% | 55.83% |
12/07/2024 | 0.49% | 3.54 CHF | 3.55 CHF | 50,000 | 50,000 | 38,879 | 38,666 | 136,917 CHF | 136,708 CHF | 33.82% | 33.82% |
11/07/2024 | 0.70% | 3.44 CHF | 3.45 CHF | 50,000 | 50,000 | 29,597 | 28,016 | 103,534 CHF | 98,498 CHF | 66.54% | 66.54% |
10/07/2024 | 0.74% | 3.52 CHF | 3.53 CHF | 50,000 | 50,000 | 27,073 | 25,908 | 94,340 CHF | 90,826 CHF | 90.28% | 90.28% |
09/07/2024 | 0.75% | 3.39 CHF | 3.40 CHF | 50,000 | 50,000 | 26,404 | 25,348 | 88,879 CHF | 85,920 CHF | 99.69% | 99.69% |
08/07/2024 | 0.76% | 3.33 CHF | 3.34 CHF | 50,000 | 50,000 | 27,615 | 26,325 | 91,370 CHF | 87,671 CHF | 81.52% | 81.52% |
05/07/2024 | 0.82% | 3.25 CHF | 3.26 CHF | 50,000 | 50,000 | 26,521 | 25,462 | 84,099 CHF | 81,318 CHF | 98.37% | 98.37% |
04/07/2024 | 0.76% | 3.17 CHF | 3.18 CHF | 50,000 | 50,000 | 27,909 | 27,628 | 88,053 CHF | 87,732 CHF | 81.13% | 81.13% |
03/07/2024 | 0.74% | 3.08 CHF | 3.09 CHF | 50,000 | 50,000 | 27,560 | 26,693 | 89,421 CHF | 87,126 CHF | 84.87% | 84.87% |
02/07/2024 | 0.74% | 3.18 CHF | 3.19 CHF | 50,000 | 50,000 | 29,455 | 27,894 | 93,716 CHF | 89,068 CHF | 67.48% | 67.48% |