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 | 1.30% | 1.35 CHF | 1.36 CHF | 75,000 | 75,000 | 48,086 | 36,023 | 67,584 CHF | 50,911 CHF | 91.20% | 91.20% |
12/07/2024 | 1.52% | 1.33 CHF | 1.34 CHF | 75,000 | 75,000 | 56,335 | 37,062 | 70,042 CHF | 47,451 CHF | 81.26% | 81.26% |
11/07/2024 | 1.42% | 1.25 CHF | 1.26 CHF | 75,000 | 75,000 | 48,093 | 36,251 | 60,447 CHF | 45,902 CHF | 87.60% | 87.60% |
10/07/2024 | 1.47% | 1.26 CHF | 1.27 CHF | 75,000 | 75,000 | 53,412 | 38,187 | 65,862 CHF | 47,534 CHF | 76.71% | 76.71% |
09/07/2024 | 1.38% | 1.33 CHF | 1.34 CHF | 75,000 | 75,000 | 47,625 | 35,524 | 63,576 CHF | 48,196 CHF | 95.83% | 95.83% |
08/07/2024 | 1.73% | 1.31 CHF | 1.32 CHF | 75,000 | 75,000 | 55,200 | 34,846 | 62,147 CHF | 41,008 CHF | 93.39% | 93.39% |
05/07/2024 | 1.78% | 0.99 CHF | 1.00 CHF | 75,000 | 75,000 | 55,437 | 35,344 | 58,090 CHF | 37,594 CHF | 98.21% | 98.21% |
04/07/2024 | 1.80% | 1.05 CHF | 1.06 CHF | 75,000 | 75,000 | 54,863 | 34,253 | 57,082 CHF | 36,243 CHF | 84.02% | 84.02% |
03/07/2024 | 1.82% | 1.03 CHF | 1.04 CHF | 75,000 | 75,000 | 55,554 | 35,466 | 56,027 CHF | 36,167 CHF | 97.06% | 97.06% |
02/07/2024 | 2.12% | 1.04 CHF | 1.05 CHF | 75,000 | 75,000 | 63,479 | 35,566 | 56,704 CHF | 33,311 CHF | 94.34% | 94.34% |