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 | 1.54% | 1.11 CHF | 1.12 CHF | 75,000 | 75,000 | 55,763 | 36,009 | 65,237 CHF | 42,286 CHF | 91.02% | 91.02% |
12/07/2024 | 1.88% | 1.09 CHF | 1.10 CHF | 75,000 | 75,000 | 63,790 | 37,025 | 63,712 CHF | 38,532 CHF | 81.03% | 81.03% |
11/07/2024 | 1.74% | 1.01 CHF | 1.02 CHF | 75,000 | 75,000 | 55,752 | 36,197 | 56,850 CHF | 37,153 CHF | 87.17% | 87.17% |
10/07/2024 | 1.82% | 1.02 CHF | 1.03 CHF | 75,000 | 75,000 | 60,237 | 38,204 | 59,901 CHF | 38,366 CHF | 76.63% | 76.63% |
09/07/2024 | 1.69% | 1.09 CHF | 1.10 CHF | 75,000 | 75,000 | 55,452 | 35,537 | 60,567 CHF | 39,679 CHF | 95.74% | 95.74% |
08/07/2024 | 2.21% | 1.06 CHF | 1.07 CHF | 75,000 | 75,000 | 68,939 | 34,871 | 60,066 CHF | 32,603 CHF | 93.23% | 93.23% |
05/07/2024 | 2.31% | 0.75 CHF | 0.76 CHF | 75,000 | 75,000 | 71,090 | 35,367 | 57,270 CHF | 29,051 CHF | 98.13% | 98.13% |
04/07/2024 | 2.35% | 0.81 CHF | 0.82 CHF | 75,000 | 75,000 | 70,983 | 34,351 | 56,539 CHF | 27,981 CHF | 82.94% | 82.94% |
03/07/2024 | 2.40% | 0.78 CHF | 0.79 CHF | 75,000 | 75,000 | 71,187 | 35,502 | 54,524 CHF | 27,537 CHF | 96.94% | 96.94% |
02/07/2024 | 2.89% | 0.80 CHF | 0.81 CHF | 75,000 | 75,000 | 84,742 | 35,657 | 54,168 CHF | 24,651 CHF | 94.39% | 94.39% |