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 | 1.08% | 1.53 CHF | 1.54 CHF | 50,000 | 50,000 | 43,783 | 30,643 | 67,934 CHF | 48,097 CHF | 55.56% | 55.56% |
12/07/2024 | 0.99% | 1.43 CHF | 1.44 CHF | 50,000 | 50,000 | 46,295 | 38,673 | 64,694 CHF | 54,968 CHF | 33.81% | 33.81% |
11/07/2024 | 1.28% | 1.33 CHF | 1.34 CHF | 50,000 | 50,000 | 43,193 | 27,996 | 60,104 CHF | 39,129 CHF | 66.43% | 66.43% |
10/07/2024 | 1.34% | 1.39 CHF | 1.40 CHF | 50,000 | 50,000 | 42,358 | 25,910 | 57,809 CHF | 35,770 CHF | 90.25% | 90.25% |
09/07/2024 | 1.48% | 1.27 CHF | 1.28 CHF | 50,000 | 50,000 | 48,341 | 25,352 | 60,053 CHF | 32,133 CHF | 99.67% | 99.67% |
08/07/2024 | 1.46% | 1.21 CHF | 1.22 CHF | 50,000 | 50,000 | 50,000 | 26,499 | 59,347 CHF | 32,137 CHF | 82.09% | 82.09% |
05/07/2024 | 1.77% | 1.13 CHF | 1.14 CHF | 50,000 | 50,000 | 50,002 | 25,464 | 52,082 CHF | 27,282 CHF | 98.35% | 98.35% |
04/07/2024 | 1.62% | 1.05 CHF | 1.06 CHF | 50,000 | 50,000 | 50,281 | 27,628 | 51,860 CHF | 29,004 CHF | 81.13% | 81.13% |
03/07/2024 | 1.56% | 0.95 CHF | 0.96 CHF | 60,000 | 50,000 | 50,308 | 26,694 | 56,664 CHF | 30,310 CHF | 84.86% | 84.86% |
02/07/2024 | 1.57% | 1.05 CHF | 1.06 CHF | 50,000 | 50,000 | 52,419 | 27,907 | 57,071 CHF | 29,588 CHF | 67.42% | 67.42% |