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% | 1.44 CHF | 1.45 CHF | 50,000 | 50,000 | 43,789 | 30,659 | 64,156 CHF | 45,443 CHF | 55.60% | 55.60% |
12/07/2024 | 0.99% | 1.34 CHF | 1.35 CHF | 50,000 | 50,000 | 47,312 | 38,674 | 61,908 CHF | 51,567 CHF | 33.81% | 33.81% |
11/07/2024 | 1.35% | 1.24 CHF | 1.25 CHF | 50,000 | 50,000 | 43,131 | 27,776 | 56,245 CHF | 36,399 CHF | 65.76% | 65.76% |
10/07/2024 | 1.38% | 1.30 CHF | 1.31 CHF | 50,000 | 50,000 | 42,365 | 25,911 | 54,127 CHF | 33,499 CHF | 90.25% | 90.25% |
09/07/2024 | 1.58% | 1.18 CHF | 1.19 CHF | 50,000 | 50,000 | 50,000 | 25,352 | 57,774 CHF | 29,899 CHF | 99.67% | 99.67% |
08/07/2024 | 1.63% | 1.12 CHF | 1.13 CHF | 50,000 | 50,000 | 50,000 | 26,499 | 55,025 CHF | 29,849 CHF | 82.09% | 82.09% |
05/07/2024 | 1.92% | 1.04 CHF | 1.05 CHF | 50,000 | 50,000 | 58,385 | 25,465 | 55,630 CHF | 25,060 CHF | 98.35% | 98.35% |
04/07/2024 | 1.78% | 0.96 CHF | 0.97 CHF | 60,000 | 50,000 | 60,000 | 27,628 | 56,675 CHF | 26,599 CHF | 81.13% | 81.13% |
03/07/2024 | 1.71% | 0.87 CHF | 0.88 CHF | 60,000 | 50,000 | 50,658 | 26,694 | 52,541 CHF | 27,952 CHF | 84.86% | 84.86% |
02/07/2024 | 1.72% | 0.97 CHF | 0.98 CHF | 60,000 | 50,000 | 54,600 | 27,896 | 54,415 CHF | 27,135 CHF | 67.42% | 67.42% |