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 | 0.83% | 2.00 CHF | 2.01 CHF | 50,000 | 50,000 | 37,625 | 30,734 | 76,098 CHF | 62,673 CHF | 55.82% | 55.82% |
12/07/2024 | 0.74% | 1.90 CHF | 1.91 CHF | 50,000 | 50,000 | 42,591 | 38,674 | 79,744 CHF | 73,127 CHF | 33.81% | 33.81% |
11/07/2024 | 0.93% | 1.80 CHF | 1.81 CHF | 50,000 | 50,000 | 36,382 | 27,991 | 67,623 CHF | 52,266 CHF | 66.41% | 66.41% |
10/07/2024 | 0.99% | 1.86 CHF | 1.87 CHF | 50,000 | 50,000 | 34,717 | 25,911 | 63,747 CHF | 47,983 CHF | 90.25% | 90.25% |
09/07/2024 | 1.06% | 1.74 CHF | 1.75 CHF | 50,000 | 50,000 | 35,103 | 25,352 | 60,236 CHF | 44,069 CHF | 99.67% | 99.67% |
08/07/2024 | 1.07% | 1.68 CHF | 1.69 CHF | 50,000 | 50,000 | 41,661 | 26,499 | 69,081 CHF | 44,589 CHF | 82.09% | 82.09% |
05/07/2024 | 1.20% | 1.60 CHF | 1.61 CHF | 50,000 | 50,000 | 42,174 | 25,464 | 63,896 CHF | 39,262 CHF | 98.35% | 98.35% |
04/07/2024 | 1.11% | 1.52 CHF | 1.53 CHF | 50,000 | 50,000 | 42,636 | 27,628 | 64,153 CHF | 42,050 CHF | 81.13% | 81.13% |
03/07/2024 | 1.11% | 1.43 CHF | 1.44 CHF | 50,000 | 50,000 | 42,520 | 26,694 | 67,936 CHF | 42,907 CHF | 84.86% | 84.86% |
02/07/2024 | 1.13% | 1.53 CHF | 1.54 CHF | 50,000 | 50,000 | 43,130 | 27,901 | 67,278 CHF | 42,800 CHF | 67.44% | 67.44% |