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 | 0.74% | 2.97 CHF | 2.98 CHF | 50,000 | 50,000 | 31,401 | 30,696 | 94,050 CHF | 92,502 CHF | 55.72% | 55.72% |
12/07/2024 | 0.61% | 2.87 CHF | 2.88 CHF | 50,000 | 50,000 | 38,881 | 38,668 | 110,784 CHF | 110,720 CHF | 33.82% | 33.82% |
11/07/2024 | 0.85% | 2.77 CHF | 2.78 CHF | 50,000 | 50,000 | 29,560 | 27,976 | 83,495 CHF | 79,515 CHF | 66.41% | 66.41% |
10/07/2024 | 0.91% | 2.84 CHF | 2.85 CHF | 50,000 | 50,000 | 27,074 | 25,908 | 76,047 CHF | 73,315 CHF | 90.27% | 90.27% |
09/07/2024 | 0.97% | 2.72 CHF | 2.73 CHF | 50,000 | 50,000 | 26,405 | 25,350 | 71,078 CHF | 68,845 CHF | 99.69% | 99.69% |
08/07/2024 | 0.98% | 2.65 CHF | 2.66 CHF | 50,000 | 50,000 | 27,777 | 26,496 | 73,237 CHF | 70,441 CHF | 82.11% | 82.11% |
05/07/2024 | 1.05% | 2.57 CHF | 2.58 CHF | 50,000 | 50,000 | 33,898 | 25,462 | 84,397 CHF | 64,144 CHF | 98.36% | 98.36% |
04/07/2024 | 0.97% | 2.50 CHF | 2.51 CHF | 50,000 | 50,000 | 35,273 | 27,628 | 87,398 CHF | 69,064 CHF | 81.13% | 81.13% |
03/07/2024 | 0.97% | 2.40 CHF | 2.41 CHF | 50,000 | 50,000 | 27,560 | 26,693 | 70,776 CHF | 69,090 CHF | 84.87% | 84.87% |
02/07/2024 | 0.92% | 2.51 CHF | 2.52 CHF | 50,000 | 50,000 | 29,749 | 27,846 | 74,489 CHF | 70,057 CHF | 67.32% | 67.32% |