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 | 1.60% | 2.33 CHF | 2.37 CHF | 12,500 | 12,500 | 18,934 | 17,096 | 44,135 CHF | 40,490 CHF | 89.91% | 89.91% |
12/07/2024 | 1.16% | 2.78 CHF | 2.81 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 67,229 CHF | 68,016 CHF | 98.91% | 98.91% |
11/07/2024 | 1.18% | 2.64 CHF | 2.67 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 65,529 CHF | 66,307 CHF | 94.27% | 94.27% |
10/07/2024 | 1.31% | 2.45 CHF | 2.48 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 71,326 CHF | 60,219 CHF | 90.36% | 90.36% |
09/07/2024 | 1.27% | 2.35 CHF | 2.38 CHF | 30,000 | 25,000 | 29,118 | 25,000 | 70,995 CHF | 61,785 CHF | 100.00% | 100.00% |
08/07/2024 | 1.27% | 2.39 CHF | 2.42 CHF | 30,000 | 25,000 | 29,388 | 25,000 | 72,030 CHF | 62,090 CHF | 100.00% | 100.00% |
05/07/2024 | 1.21% | 2.52 CHF | 2.55 CHF | 25,000 | 25,000 | 25,300 | 25,000 | 65,965 CHF | 66,015 CHF | 98.77% | 98.77% |
04/07/2024 | 1.22% | 2.59 CHF | 2.62 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 65,020 CHF | 65,817 CHF | 98.11% | 98.11% |
03/07/2024 | 1.17% | 2.60 CHF | 2.63 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 66,163 CHF | 66,944 CHF | 99.82% | 99.82% |
02/07/2024 | 1.20% | 2.62 CHF | 2.65 CHF | 25,000 | 25,000 | 25,004 | 25,000 | 65,798 CHF | 66,582 CHF | 100.00% | 100.00% |