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 | 1.73% | 1.00 CHF | 1.01 CHF | 75,000 | 75,000 | 55,776 | 36,023 | 58,982 CHF | 38,260 CHF | 91.17% | 91.17% |
12/07/2024 | 2.12% | 0.98 CHF | 0.99 CHF | 75,000 | 75,000 | 63,851 | 37,063 | 56,649 CHF | 34,432 CHF | 81.26% | 81.26% |
11/07/2024 | 1.96% | 0.90 CHF | 0.91 CHF | 75,000 | 75,000 | 63,461 | 36,252 | 57,771 CHF | 33,179 CHF | 87.59% | 87.59% |
10/07/2024 | 2.04% | 0.90 CHF | 0.91 CHF | 75,000 | 75,000 | 64,792 | 38,188 | 57,347 CHF | 34,079 CHF | 76.71% | 76.71% |
09/07/2024 | 1.86% | 0.97 CHF | 0.98 CHF | 75,000 | 75,000 | 63,219 | 35,456 | 61,829 CHF | 35,601 CHF | 95.66% | 95.66% |
08/07/2024 | 2.52% | 0.96 CHF | 0.97 CHF | 75,000 | 75,000 | 76,346 | 34,847 | 57,813 CHF | 28,763 CHF | 93.39% | 93.39% |
05/07/2024 | 2.67% | 0.64 CHF | 0.65 CHF | 80,000 | 75,000 | 79,661 | 35,354 | 55,414 CHF | 25,159 CHF | 98.23% | 98.23% |
04/07/2024 | 2.71% | 0.70 CHF | 0.71 CHF | 80,000 | 75,000 | 80,000 | 34,368 | 54,927 CHF | 24,216 CHF | 82.98% | 82.98% |
03/07/2024 | 2.78% | 0.68 CHF | 0.69 CHF | 80,000 | 75,000 | 81,055 | 35,483 | 53,194 CHF | 23,637 CHF | 97.09% | 97.09% |
02/07/2024 | 3.53% | 0.69 CHF | 0.70 CHF | 80,000 | 75,000 | 98,449 | 35,683 | 52,079 CHF | 20,805 CHF | 94.61% | 94.61% |