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 | 0.55% | 2.96 CHF | 2.97 CHF | 50,000 | 50,000 | 31,438 | 30,734 | 93,968 CHF | 92,319 CHF | 55.82% | 55.82% |
12/07/2024 | 0.48% | 2.86 CHF | 2.87 CHF | 50,000 | 50,000 | 38,886 | 38,673 | 110,513 CHF | 110,381 CHF | 33.81% | 33.81% |
11/07/2024 | 0.64% | 2.76 CHF | 2.77 CHF | 50,000 | 50,000 | 29,602 | 28,021 | 83,434 CHF | 79,361 CHF | 66.51% | 66.51% |
10/07/2024 | 0.65% | 2.83 CHF | 2.84 CHF | 50,000 | 50,000 | 27,075 | 25,910 | 75,918 CHF | 73,054 CHF | 90.25% | 90.25% |
09/07/2024 | 0.68% | 2.71 CHF | 2.72 CHF | 50,000 | 50,000 | 26,407 | 25,352 | 70,948 CHF | 68,575 CHF | 99.67% | 99.67% |
08/07/2024 | 0.68% | 2.64 CHF | 2.65 CHF | 50,000 | 50,000 | 27,617 | 26,328 | 72,678 CHF | 69,714 CHF | 81.50% | 81.50% |
05/07/2024 | 0.73% | 2.56 CHF | 2.57 CHF | 50,000 | 50,000 | 34,256 | 25,464 | 85,132 CHF | 63,870 CHF | 98.35% | 98.35% |
04/07/2024 | 0.69% | 2.49 CHF | 2.50 CHF | 50,000 | 50,000 | 35,273 | 27,628 | 87,196 CHF | 68,759 CHF | 81.13% | 81.13% |
03/07/2024 | 0.65% | 2.39 CHF | 2.40 CHF | 50,000 | 50,000 | 27,561 | 26,694 | 70,609 CHF | 68,769 CHF | 84.86% | 84.86% |
02/07/2024 | 0.70% | 2.50 CHF | 2.51 CHF | 50,000 | 50,000 | 29,794 | 27,896 | 74,388 CHF | 69,878 CHF | 67.43% | 67.43% |