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 | 1.19% | 1.30 CHF | 1.31 CHF | 50,000 | 50,000 | 43,801 | 30,698 | 57,980 CHF | 41,159 CHF | 55.72% | 55.72% |
12/07/2024 | 1.18% | 1.20 CHF | 1.21 CHF | 50,000 | 50,000 | 50,000 | 38,671 | 58,199 CHF | 46,115 CHF | 33.81% | 33.81% |
11/07/2024 | 1.54% | 1.10 CHF | 1.11 CHF | 50,000 | 50,000 | 50,000 | 28,020 | 58,228 CHF | 32,759 CHF | 66.52% | 66.52% |
10/07/2024 | 1.58% | 1.16 CHF | 1.17 CHF | 50,000 | 50,000 | 50,000 | 25,910 | 56,772 CHF | 29,820 CHF | 90.26% | 90.26% |
09/07/2024 | 1.78% | 1.04 CHF | 1.05 CHF | 50,000 | 50,000 | 51,492 | 25,351 | 52,166 CHF | 26,319 CHF | 99.68% | 99.68% |
08/07/2024 | 1.86% | 0.98 CHF | 0.99 CHF | 60,000 | 50,000 | 58,547 | 26,498 | 56,089 CHF | 26,110 CHF | 82.10% | 82.10% |
05/07/2024 | 2.21% | 0.90 CHF | 0.91 CHF | 60,000 | 50,000 | 68,041 | 25,463 | 55,187 CHF | 21,442 CHF | 98.36% | 98.36% |
04/07/2024 | 2.06% | 0.82 CHF | 0.83 CHF | 70,000 | 50,000 | 70,000 | 27,628 | 56,189 CHF | 22,673 CHF | 81.13% | 81.13% |
03/07/2024 | 1.96% | 0.72 CHF | 0.73 CHF | 70,000 | 50,000 | 60,647 | 26,693 | 54,328 CHF | 24,175 CHF | 84.86% | 84.86% |
02/07/2024 | 1.99% | 0.82 CHF | 0.83 CHF | 70,000 | 50,000 | 65,205 | 27,898 | 55,687 CHF | 23,152 CHF | 67.45% | 67.45% |