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 | 0.57% | 1.73 CHF | 1.74 CHF | 50,000 | 50,000 | 37,627 | 30,736 | 65,985 CHF | 54,263 CHF | 55.81% | 55.81% |
12/07/2024 | 0.62% | 1.64 CHF | 1.65 CHF | 50,000 | 50,000 | 46,297 | 38,679 | 75,016 CHF | 63,425 CHF | 33.80% | 33.80% |
11/07/2024 | 2.46% | 1.56 CHF | 1.57 CHF | 50,000 | 50,000 | 28,135 | 28,027 | 45,161 CHF | 45,818 CHF | 66.47% | 66.47% |
10/07/2024 | 3.38% | 1.60 CHF | 1.65 CHF | 50,000 | 50,000 | 25,913 | 25,913 | 40,872 CHF | 42,257 CHF | 90.23% | 90.23% |
09/07/2024 | 3.63% | 1.49 CHF | 1.55 CHF | 50,000 | 50,000 | 25,354 | 25,354 | 37,535 CHF | 38,899 CHF | 99.65% | 99.65% |
08/07/2024 | 3.57% | 1.45 CHF | 1.50 CHF | 50,000 | 50,000 | 26,347 | 26,347 | 38,016 CHF | 39,385 CHF | 81.28% | 81.28% |
05/07/2024 | 1.37% | 1.39 CHF | 1.45 CHF | 50,000 | 50,000 | 42,176 | 25,478 | 56,837 CHF | 35,149 CHF | 98.26% | 98.26% |
04/07/2024 | 3.82% | 1.34 CHF | 1.39 CHF | 50,000 | 50,000 | 28,471 | 27,628 | 37,702 CHF | 38,054 CHF | 81.13% | 81.13% |
03/07/2024 | 3.71% | 1.26 CHF | 1.31 CHF | 50,000 | 50,000 | 26,695 | 26,695 | 37,168 CHF | 38,567 CHF | 84.85% | 84.85% |
02/07/2024 | 3.80% | 1.34 CHF | 1.39 CHF | 50,000 | 50,000 | 27,904 | 27,904 | 37,028 CHF | 38,493 CHF | 67.35% | 67.35% |