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 | 1.68% | 1.03 CHF | 1.04 CHF | 75,000 | 75,000 | 55,784 | 36,041 | 60,583 CHF | 39,304 CHF | 91.23% | 91.23% |
12/07/2024 | 2.03% | 1.00 CHF | 1.01 CHF | 75,000 | 75,000 | 63,800 | 37,061 | 58,344 CHF | 35,433 CHF | 81.28% | 81.28% |
11/07/2024 | 1.88% | 0.93 CHF | 0.94 CHF | 75,000 | 75,000 | 62,835 | 36,213 | 58,908 CHF | 34,148 CHF | 87.48% | 87.48% |
10/07/2024 | 1.99% | 0.93 CHF | 0.94 CHF | 75,000 | 75,000 | 64,163 | 38,190 | 58,610 CHF | 35,146 CHF | 76.70% | 76.70% |
09/07/2024 | 1.83% | 1.00 CHF | 1.01 CHF | 75,000 | 75,000 | 60,985 | 35,526 | 61,309 CHF | 36,652 CHF | 95.82% | 95.82% |
08/07/2024 | 2.47% | 0.98 CHF | 0.99 CHF | 75,000 | 75,000 | 71,076 | 34,851 | 55,934 CHF | 29,665 CHF | 93.36% | 93.36% |
05/07/2024 | 2.54% | 0.67 CHF | 0.68 CHF | 80,000 | 75,000 | 72,127 | 35,347 | 52,061 CHF | 26,071 CHF | 98.18% | 98.18% |
04/07/2024 | 2.61% | 0.72 CHF | 0.73 CHF | 75,000 | 75,000 | 78,504 | 34,246 | 55,838 CHF | 24,991 CHF | 84.00% | 84.00% |
03/07/2024 | 2.69% | 0.70 CHF | 0.71 CHF | 80,000 | 75,000 | 80,029 | 35,486 | 54,584 CHF | 24,535 CHF | 97.07% | 97.07% |
02/07/2024 | 3.40% | 0.71 CHF | 0.72 CHF | 80,000 | 75,000 | 95,858 | 35,554 | 53,021 CHF | 21,572 CHF | 94.29% | 94.29% |