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 | 0.81% | 2.72 CHF | 2.73 CHF | 50,000 | 50,000 | 31,436 | 30,732 | 86,299 CHF | 84,932 CHF | 55.83% | 55.83% |
12/07/2024 | 0.67% | 2.62 CHF | 2.63 CHF | 50,000 | 50,000 | 38,881 | 38,668 | 101,076 CHF | 101,066 CHF | 33.82% | 33.82% |
11/07/2024 | 0.93% | 2.52 CHF | 2.53 CHF | 50,000 | 50,000 | 29,572 | 27,988 | 76,131 CHF | 72,551 CHF | 66.45% | 66.45% |
10/07/2024 | 1.01% | 2.59 CHF | 2.60 CHF | 50,000 | 50,000 | 27,073 | 25,908 | 69,261 CHF | 66,823 CHF | 90.27% | 90.27% |
09/07/2024 | 1.06% | 2.47 CHF | 2.48 CHF | 50,000 | 50,000 | 34,195 | 25,350 | 83,376 CHF | 62,497 CHF | 99.69% | 99.69% |
08/07/2024 | 1.09% | 2.40 CHF | 2.41 CHF | 50,000 | 50,000 | 35,184 | 26,496 | 83,789 CHF | 63,820 CHF | 82.11% | 82.11% |
05/07/2024 | 1.17% | 2.32 CHF | 2.33 CHF | 50,000 | 50,000 | 34,348 | 25,462 | 76,921 CHF | 57,772 CHF | 98.37% | 98.37% |
04/07/2024 | 1.07% | 2.25 CHF | 2.26 CHF | 50,000 | 50,000 | 35,273 | 27,628 | 78,552 CHF | 62,135 CHF | 81.13% | 81.13% |
03/07/2024 | 1.07% | 2.15 CHF | 2.16 CHF | 50,000 | 50,000 | 35,040 | 26,693 | 81,305 CHF | 62,386 CHF | 84.87% | 84.87% |
02/07/2024 | 1.03% | 2.25 CHF | 2.26 CHF | 50,000 | 50,000 | 36,304 | 27,895 | 82,460 CHF | 63,141 CHF | 67.47% | 67.47% |