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 | 0.69% | 3.27 CHF | 3.28 CHF | 50,000 | 50,000 | 31,348 | 30,641 | 103,258 CHF | 101,501 CHF | 55.57% | 55.57% |
12/07/2024 | 0.55% | 3.17 CHF | 3.18 CHF | 50,000 | 50,000 | 38,881 | 38,668 | 122,397 CHF | 122,272 CHF | 33.82% | 33.82% |
11/07/2024 | 0.77% | 3.07 CHF | 3.08 CHF | 50,000 | 50,000 | 29,598 | 28,017 | 92,445 CHF | 87,998 CHF | 66.53% | 66.53% |
10/07/2024 | 0.83% | 3.14 CHF | 3.15 CHF | 50,000 | 50,000 | 27,073 | 25,908 | 84,163 CHF | 81,086 CHF | 90.27% | 90.27% |
09/07/2024 | 0.88% | 3.02 CHF | 3.03 CHF | 50,000 | 50,000 | 26,315 | 25,255 | 78,711 CHF | 76,152 CHF | 99.31% | 99.31% |
08/07/2024 | 0.88% | 2.95 CHF | 2.96 CHF | 50,000 | 50,000 | 27,780 | 26,499 | 81,559 CHF | 78,377 CHF | 82.08% | 82.08% |
05/07/2024 | 0.94% | 2.87 CHF | 2.88 CHF | 50,000 | 50,000 | 26,523 | 25,465 | 74,152 CHF | 71,778 CHF | 98.35% | 98.35% |
04/07/2024 | 0.86% | 2.80 CHF | 2.81 CHF | 50,000 | 50,000 | 27,909 | 27,628 | 77,561 CHF | 77,346 CHF | 81.13% | 81.13% |
03/07/2024 | 0.88% | 2.70 CHF | 2.71 CHF | 50,000 | 50,000 | 27,560 | 26,693 | 79,050 CHF | 77,109 CHF | 84.87% | 84.87% |
02/07/2024 | 0.85% | 2.81 CHF | 2.82 CHF | 50,000 | 50,000 | 29,452 | 27,891 | 82,615 CHF | 78,561 CHF | 67.46% | 67.46% |