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 | 0.87% | 1.13 CHF | 1.14 CHF | 50,000 | 50,000 | 50,000 | 30,736 | 57,510 CHF | 35,741 CHF | 55.81% | 55.81% |
12/07/2024 | 0.98% | 1.04 CHF | 1.05 CHF | 50,000 | 50,000 | 54,306 | 38,679 | 55,135 CHF | 40,258 CHF | 33.80% | 33.80% |
11/07/2024 | 3.83% | 0.97 CHF | 0.98 CHF | 60,000 | 50,000 | 30,217 | 28,028 | 30,318 CHF | 28,961 CHF | 66.47% | 66.47% |
10/07/2024 | 5.39% | 0.99 CHF | 1.05 CHF | 50,000 | 50,000 | 25,913 | 25,913 | 25,290 CHF | 26,676 CHF | 90.23% | 90.23% |
09/07/2024 | 5.99% | 0.90 CHF | 0.95 CHF | 50,000 | 50,000 | 25,354 | 25,354 | 22,401 CHF | 23,758 CHF | 99.65% | 99.65% |
08/07/2024 | 5.97% | 0.85 CHF | 0.91 CHF | 50,000 | 50,000 | 26,502 | 26,502 | 22,579 CHF | 23,952 CHF | 82.07% | 82.07% |
05/07/2024 | 2.38% | 0.81 CHF | 0.86 CHF | 50,000 | 50,000 | 65,813 | 25,467 | 50,497 CHF | 20,395 CHF | 98.33% | 98.33% |
04/07/2024 | 6.68% | 0.76 CHF | 0.81 CHF | 50,000 | 50,000 | 29,314 | 27,628 | 21,902 CHF | 22,118 CHF | 81.13% | 81.13% |
03/07/2024 | 6.44% | 0.69 CHF | 0.74 CHF | 50,000 | 50,000 | 26,693 | 26,693 | 21,574 CHF | 22,999 CHF | 84.86% | 84.86% |
02/07/2024 | 6.59% | 0.76 CHF | 0.81 CHF | 50,000 | 50,000 | 27,909 | 27,906 | 20,892 CHF | 22,353 CHF | 67.41% | 67.41% |