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% | 1.07 CHF | 1.08 CHF | 50,000 | 50,000 | 51,116 | 30,734 | 52,997 CHF | 32,263 CHF | 55.82% | 55.82% |
12/07/2024 | 1.13% | 1.17 CHF | 1.18 CHF | 50,000 | 50,000 | 46,861 | 38,673 | 56,200 CHF | 46,402 CHF | 33.81% | 33.81% |
11/07/2024 | 1.47% | 1.27 CHF | 1.28 CHF | 50,000 | 50,000 | 49,935 | 28,021 | 60,166 CHF | 34,457 CHF | 66.51% | 66.51% |
10/07/2024 | 1.48% | 1.22 CHF | 1.23 CHF | 50,000 | 50,000 | 47,886 | 25,910 | 59,285 CHF | 32,592 CHF | 90.25% | 90.25% |
09/07/2024 | 1.35% | 1.34 CHF | 1.35 CHF | 50,000 | 50,000 | 42,136 | 25,352 | 57,282 CHF | 34,739 CHF | 99.67% | 99.67% |
08/07/2024 | 1.25% | 1.40 CHF | 1.41 CHF | 50,000 | 50,000 | 42,593 | 26,499 | 60,018 CHF | 37,574 CHF | 82.09% | 82.09% |
05/07/2024 | 1.16% | 1.49 CHF | 1.50 CHF | 50,000 | 50,000 | 42,174 | 25,464 | 65,978 CHF | 40,003 CHF | 98.35% | 98.35% |
04/07/2024 | 1.07% | 1.57 CHF | 1.58 CHF | 50,000 | 50,000 | 42,636 | 27,628 | 67,584 CHF | 44,170 CHF | 81.13% | 81.13% |
03/07/2024 | 1.18% | 1.67 CHF | 1.68 CHF | 50,000 | 50,000 | 42,520 | 26,694 | 63,688 CHF | 40,561 CHF | 84.86% | 84.86% |
02/07/2024 | 1.18% | 1.58 CHF | 1.59 CHF | 50,000 | 50,000 | 43,143 | 27,901 | 66,596 CHF | 44,682 CHF | 67.45% | 67.45% |