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 | 2.64% | 0.78 CHF | 0.79 CHF | 75,000 | 75,000 | 76,722 | 35,992 | 54,176 CHF | 26,731 CHF | 91.08% | 91.08% |
12/07/2024 | 2.03% | 0.80 CHF | 0.81 CHF | 75,000 | 75,000 | 63,801 | 37,063 | 56,384 CHF | 32,431 CHF | 81.26% | 81.26% |
11/07/2024 | 2.10% | 0.88 CHF | 0.89 CHF | 75,000 | 75,000 | 64,802 | 36,183 | 56,021 CHF | 32,290 CHF | 87.39% | 87.39% |
10/07/2024 | 2.07% | 0.88 CHF | 0.89 CHF | 75,000 | 75,000 | 66,561 | 38,192 | 59,267 CHF | 35,134 CHF | 76.69% | 76.69% |
09/07/2024 | 2.27% | 0.81 CHF | 0.82 CHF | 75,000 | 75,000 | 71,123 | 35,529 | 57,050 CHF | 28,717 CHF | 95.81% | 95.81% |
08/07/2024 | 1.83% | 0.82 CHF | 0.83 CHF | 75,000 | 75,000 | 55,242 | 34,853 | 54,909 CHF | 34,068 CHF | 93.34% | 93.34% |
05/07/2024 | 1.72% | 1.14 CHF | 1.15 CHF | 75,000 | 75,000 | 55,444 | 35,358 | 59,842 CHF | 38,795 CHF | 98.20% | 98.20% |
04/07/2024 | 1.71% | 1.09 CHF | 1.10 CHF | 75,000 | 75,000 | 54,858 | 34,243 | 59,911 CHF | 37,947 CHF | 84.00% | 84.00% |
03/07/2024 | 1.65% | 1.11 CHF | 1.12 CHF | 75,000 | 75,000 | 55,509 | 35,488 | 62,613 CHF | 40,782 CHF | 97.05% | 97.05% |
02/07/2024 | 1.47% | 1.10 CHF | 1.11 CHF | 75,000 | 75,000 | 47,846 | 35,650 | 58,951 CHF | 43,972 CHF | 94.51% | 94.51% |