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 | 1.74% | 0.85 CHF | 0.86 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 43,526 CHF | 44,288 CHF | 99.68% | 99.68% |
12/07/2024 | 1.82% | 0.86 CHF | 0.87 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 40,458 CHF | 41,198 CHF | 99.01% | 99.01% |
11/07/2024 | 2.01% | 0.79 CHF | 0.81 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 37,942 CHF | 38,712 CHF | 99.09% | 99.09% |
10/07/2024 | 2.12% | 0.72 CHF | 0.74 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 34,815 CHF | 35,562 CHF | 100.00% | 100.00% |
09/07/2024 | 1.91% | 0.66 CHF | 0.67 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 35,032 CHF | 35,705 CHF | 100.00% | 100.00% |
08/07/2024 | 1.78% | 0.68 CHF | 0.69 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 34,816 CHF | 35,442 CHF | 100.00% | 100.00% |
05/07/2024 | 1.98% | 0.66 CHF | 0.67 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 32,492 CHF | 33,142 CHF | 98.98% | 98.98% |
04/07/2024 | 2.36% | 0.58 CHF | 0.60 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 28,892 CHF | 29,581 CHF | 100.00% | 100.00% |
03/07/2024 | 2.54% | 0.53 CHF | 0.55 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 27,437 CHF | 28,142 CHF | 100.00% | 100.00% |
02/07/2024 | 2.59% | 0.49 CHF | 0.50 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 22,421 CHF | 23,006 CHF | 100.00% | 100.00% |