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 | 1.48% | 1.18 CHF | 1.19 CHF | 75,000 | 75,000 | 51,409 | 36,041 | 63,277 CHF | 44,646 CHF | 91.23% | 91.23% |
12/07/2024 | 1.77% | 1.15 CHF | 1.16 CHF | 75,000 | 75,000 | 56,335 | 37,062 | 60,130 CHF | 40,930 CHF | 81.27% | 81.27% |
11/07/2024 | 1.65% | 1.08 CHF | 1.09 CHF | 75,000 | 75,000 | 55,741 | 36,172 | 60,373 CHF | 39,433 CHF | 87.41% | 87.41% |
10/07/2024 | 1.71% | 1.08 CHF | 1.09 CHF | 75,000 | 75,000 | 56,970 | 38,189 | 60,417 CHF | 40,812 CHF | 76.70% | 76.70% |
09/07/2024 | 1.60% | 1.15 CHF | 1.16 CHF | 75,000 | 75,000 | 55,447 | 35,525 | 64,091 CHF | 41,930 CHF | 95.82% | 95.82% |
08/07/2024 | 2.06% | 1.13 CHF | 1.14 CHF | 75,000 | 75,000 | 63,094 | 34,850 | 59,347 CHF | 34,812 CHF | 93.37% | 93.37% |
05/07/2024 | 2.13% | 0.81 CHF | 0.82 CHF | 75,000 | 75,000 | 63,266 | 35,355 | 54,989 CHF | 31,291 CHF | 98.22% | 98.22% |
04/07/2024 | 2.18% | 0.87 CHF | 0.88 CHF | 75,000 | 75,000 | 62,917 | 34,248 | 54,175 CHF | 30,116 CHF | 84.01% | 84.01% |
03/07/2024 | 2.22% | 0.85 CHF | 0.86 CHF | 75,000 | 75,000 | 66,836 | 35,485 | 55,449 CHF | 29,815 CHF | 97.08% | 97.08% |
02/07/2024 | 2.65% | 0.86 CHF | 0.87 CHF | 75,000 | 75,000 | 78,922 | 35,667 | 55,670 CHF | 26,947 CHF | 94.57% | 94.57% |