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 | 2.74% | 1.01 CHF | 1.04 CHF | 12,500 | 12,500 | 27,466 | 17,083 | 27,597 CHF | 17,704 CHF | 89.76% | 89.76% |
12/07/2024 | 1.73% | 1.31 CHF | 1.33 CHF | 40,000 | 25,000 | 45,852 | 25,000 | 57,064 CHF | 31,709 CHF | 98.91% | 98.91% |
11/07/2024 | 1.73% | 1.22 CHF | 1.24 CHF | 50,000 | 25,000 | 49,626 | 25,000 | 60,002 CHF | 30,762 CHF | 94.19% | 94.19% |
10/07/2024 | 2.01% | 1.09 CHF | 1.11 CHF | 50,000 | 25,000 | 50,000 | 25,000 | 52,348 CHF | 26,705 CHF | 90.36% | 90.36% |
09/07/2024 | 1.93% | 1.03 CHF | 1.05 CHF | 50,000 | 25,000 | 50,002 | 25,000 | 54,678 CHF | 27,869 CHF | 100.00% | 100.00% |
08/07/2024 | 1.92% | 1.06 CHF | 1.08 CHF | 50,000 | 25,000 | 50,000 | 25,000 | 55,081 CHF | 28,073 CHF | 100.00% | 100.00% |
05/07/2024 | 1.74% | 1.15 CHF | 1.17 CHF | 50,000 | 25,000 | 49,132 | 25,000 | 59,573 CHF | 30,860 CHF | 98.86% | 98.86% |
04/07/2024 | 1.77% | 1.20 CHF | 1.22 CHF | 50,000 | 25,000 | 48,733 | 25,000 | 58,732 CHF | 30,701 CHF | 98.11% | 98.11% |
03/07/2024 | 1.73% | 1.21 CHF | 1.23 CHF | 50,000 | 25,000 | 46,002 | 25,000 | 56,828 CHF | 31,495 CHF | 99.82% | 99.82% |
02/07/2024 | 1.71% | 1.22 CHF | 1.24 CHF | 50,000 | 25,000 | 47,810 | 25,000 | 58,784 CHF | 31,297 CHF | 100.00% | 100.00% |