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 | 2.90% | 1.72 CHF | 1.78 CHF | 50,000 | 50,000 | 32,651 | 15,302 | 61,757 CHF | 29,246 CHF | 89.57% | 99.29% |
12/07/2024 | 2.82% | 1.87 CHF | 1.90 CHF | 50,000 | 50,000 | 34,343 | 18,686 | 64,373 CHF | 35,892 CHF | 99.65% | 99.65% |
11/07/2024 | 3.34% | 1.81 CHF | 1.84 CHF | 50,000 | 50,000 | 42,166 | 18,662 | 67,364 CHF | 31,520 CHF | 99.02% | 99.02% |
10/07/2024 | 3.21% | 1.64 CHF | 1.67 CHF | 50,000 | 50,000 | 41,761 | 18,694 | 68,364 CHF | 31,305 CHF | 99.59% | 99.59% |
09/07/2024 | 3.18% | 1.64 CHF | 1.67 CHF | 50,000 | 50,000 | 39,161 | 18,639 | 64,432 CHF | 31,170 CHF | 99.50% | 99.50% |
08/07/2024 | 3.23% | 1.68 CHF | 1.71 CHF | 50,000 | 50,000 | 39,564 | 18,683 | 64,993 CHF | 32,208 CHF | 99.64% | 99.64% |
05/07/2024 | 2.76% | 1.65 CHF | 1.68 CHF | 50,000 | 50,000 | 34,403 | 18,806 | 64,205 CHF | 34,750 CHF | 98.33% | 98.33% |
04/07/2024 | 2.97% | 1.96 CHF | 2.02 CHF | 30,000 | 10,000 | 30,000 | 10,000 | 59,641 CHF | 20,480 CHF | 99.16% | 99.16% |
03/07/2024 | 2.57% | 2.04 CHF | 2.07 CHF | 50,000 | 50,000 | 34,343 | 18,685 | 70,992 CHF | 39,724 CHF | 99.64% | 99.64% |
02/07/2024 | 3.78% | 2.23 CHF | 2.28 CHF | 50,000 | 50,000 | 34,325 | 18,649 | 79,351 CHF | 44,399 CHF | 99.52% | 99.52% |