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 | 0.64% | 2.54 CHF | 2.55 CHF | 50,000 | 50,000 | 31,472 | 30,766 | 80,902 CHF | 79,542 CHF | 55.65% | 55.65% |
12/07/2024 | 0.57% | 2.44 CHF | 2.45 CHF | 50,000 | 50,000 | 42,591 | 38,673 | 102,973 CHF | 94,219 CHF | 33.81% | 33.81% |
11/07/2024 | 0.75% | 2.35 CHF | 2.36 CHF | 50,000 | 50,000 | 36,400 | 28,020 | 87,555 CHF | 67,636 CHF | 66.50% | 66.50% |
10/07/2024 | 0.76% | 2.41 CHF | 2.42 CHF | 50,000 | 50,000 | 34,717 | 25,910 | 82,780 CHF | 62,190 CHF | 90.25% | 90.25% |
09/07/2024 | 0.81% | 2.29 CHF | 2.30 CHF | 50,000 | 50,000 | 34,271 | 25,352 | 77,630 CHF | 57,956 CHF | 99.67% | 99.67% |
08/07/2024 | 0.84% | 2.23 CHF | 2.24 CHF | 50,000 | 50,000 | 35,186 | 26,498 | 77,721 CHF | 59,099 CHF | 82.09% | 82.09% |
05/07/2024 | 0.88% | 2.14 CHF | 2.15 CHF | 50,000 | 50,000 | 34,212 | 25,250 | 70,682 CHF | 52,746 CHF | 97.50% | 97.50% |
04/07/2024 | 0.81% | 2.07 CHF | 2.08 CHF | 50,000 | 50,000 | 35,273 | 27,628 | 72,421 CHF | 57,177 CHF | 81.13% | 81.13% |
03/07/2024 | 0.82% | 1.97 CHF | 1.98 CHF | 50,000 | 50,000 | 35,040 | 26,694 | 75,161 CHF | 57,564 CHF | 84.86% | 84.86% |
02/07/2024 | 0.83% | 2.08 CHF | 2.09 CHF | 50,000 | 50,000 | 36,307 | 27,900 | 76,126 CHF | 58,151 CHF | 67.45% | 67.45% |