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 | 1.34% | 1.31 CHF | 1.32 CHF | 75,000 | 75,000 | 48,107 | 36,054 | 65,572 CHF | 49,421 CHF | 91.12% | 91.12% |
12/07/2024 | 1.57% | 1.28 CHF | 1.29 CHF | 75,000 | 75,000 | 56,344 | 37,082 | 67,591 CHF | 45,853 CHF | 81.15% | 81.15% |
11/07/2024 | 1.48% | 1.21 CHF | 1.22 CHF | 75,000 | 75,000 | 54,449 | 36,279 | 66,179 CHF | 44,383 CHF | 87.36% | 87.36% |
10/07/2024 | 1.51% | 1.21 CHF | 1.22 CHF | 75,000 | 75,000 | 54,388 | 38,204 | 64,733 CHF | 45,893 CHF | 76.63% | 76.63% |
09/07/2024 | 1.42% | 1.28 CHF | 1.29 CHF | 75,000 | 75,000 | 47,632 | 35,535 | 61,480 CHF | 46,643 CHF | 95.73% | 95.73% |
08/07/2024 | 1.80% | 1.26 CHF | 1.27 CHF | 75,000 | 75,000 | 55,276 | 34,871 | 59,720 CHF | 39,454 CHF | 93.22% | 93.22% |
05/07/2024 | 1.85% | 0.95 CHF | 0.96 CHF | 75,000 | 75,000 | 55,729 | 35,367 | 55,892 CHF | 36,026 CHF | 98.13% | 98.13% |
04/07/2024 | 1.85% | 1.01 CHF | 1.02 CHF | 75,000 | 75,000 | 60,120 | 33,993 | 59,734 CHF | 34,378 CHF | 86.24% | 86.24% |
03/07/2024 | 1.92% | 0.98 CHF | 0.99 CHF | 75,000 | 75,000 | 63,309 | 35,503 | 60,924 CHF | 34,532 CHF | 96.93% | 96.93% |
02/07/2024 | 2.26% | 0.99 CHF | 1.00 CHF | 75,000 | 75,000 | 71,071 | 35,699 | 59,822 CHF | 31,738 CHF | 94.48% | 94.48% |