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 | 1.55% | 1.01 CHF | 1.02 CHF | 50,000 | 50,000 | 50,493 | 30,659 | 52,212 CHF | 32,270 CHF | 55.60% | 55.60% |
12/07/2024 | 1.50% | 0.91 CHF | 0.92 CHF | 60,000 | 50,000 | 63,241 | 38,673 | 55,214 CHF | 34,956 CHF | 33.81% | 33.81% |
11/07/2024 | 2.04% | 0.81 CHF | 0.82 CHF | 70,000 | 50,000 | 60,642 | 28,021 | 53,037 CHF | 24,661 CHF | 66.51% | 66.51% |
10/07/2024 | 2.04% | 0.87 CHF | 0.88 CHF | 60,000 | 50,000 | 61,303 | 25,910 | 51,855 CHF | 22,309 CHF | 90.25% | 90.25% |
09/07/2024 | 2.50% | 0.75 CHF | 0.76 CHF | 70,000 | 50,000 | 73,600 | 25,352 | 53,242 CHF | 18,978 CHF | 99.67% | 99.67% |
08/07/2024 | 2.66% | 0.69 CHF | 0.70 CHF | 80,000 | 50,000 | 78,776 | 26,499 | 52,759 CHF | 18,458 CHF | 82.09% | 82.09% |
05/07/2024 | 3.30% | 0.61 CHF | 0.62 CHF | 90,000 | 50,000 | 98,358 | 25,464 | 51,430 CHF | 14,076 CHF | 98.35% | 98.35% |
04/07/2024 | 3.20% | 0.53 CHF | 0.54 CHF | 100,000 | 50,000 | 100,663 | 27,628 | 51,577 CHF | 14,664 CHF | 81.13% | 81.13% |
03/07/2024 | 2.89% | 0.43 CHF | 0.44 CHF | 120,000 | 50,000 | 87,715 | 26,694 | 52,946 CHF | 16,422 CHF | 84.86% | 84.86% |
02/07/2024 | 2.97% | 0.53 CHF | 0.54 CHF | 100,000 | 50,000 | 93,636 | 27,900 | 51,793 CHF | 15,034 CHF | 67.44% | 67.44% |