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 | 0.97% | 1.67 CHF | 1.68 CHF | 50,000 | 50,000 | 38,453 | 30,733 | 65,271 CHF | 52,697 CHF | 55.82% | 55.82% |
12/07/2024 | 0.91% | 1.57 CHF | 1.58 CHF | 50,000 | 50,000 | 46,284 | 38,638 | 71,370 CHF | 60,502 CHF | 33.71% | 33.71% |
11/07/2024 | 1.15% | 1.48 CHF | 1.49 CHF | 50,000 | 50,000 | 43,200 | 28,021 | 66,449 CHF | 43,258 CHF | 66.51% | 66.51% |
10/07/2024 | 1.21% | 1.54 CHF | 1.55 CHF | 50,000 | 50,000 | 42,358 | 25,910 | 63,988 CHF | 39,549 CHF | 90.26% | 90.26% |
09/07/2024 | 1.30% | 1.42 CHF | 1.43 CHF | 50,000 | 50,000 | 42,135 | 25,351 | 58,550 CHF | 35,800 CHF | 99.67% | 99.67% |
08/07/2024 | 1.37% | 1.35 CHF | 1.36 CHF | 50,000 | 50,000 | 42,539 | 26,328 | 56,787 CHF | 35,781 CHF | 81.50% | 81.50% |
05/07/2024 | 1.51% | 1.27 CHF | 1.28 CHF | 50,000 | 50,000 | 50,000 | 25,464 | 59,370 CHF | 30,981 CHF | 98.35% | 98.35% |
04/07/2024 | 1.45% | 1.20 CHF | 1.21 CHF | 50,000 | 50,000 | 50,000 | 27,628 | 58,853 CHF | 33,022 CHF | 81.13% | 81.13% |
03/07/2024 | 1.39% | 1.10 CHF | 1.11 CHF | 50,000 | 50,000 | 42,520 | 26,694 | 54,104 CHF | 34,217 CHF | 84.86% | 84.86% |
02/07/2024 | 1.38% | 1.20 CHF | 1.21 CHF | 50,000 | 50,000 | 43,513 | 27,899 | 53,589 CHF | 33,652 CHF | 67.45% | 67.45% |