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 | 1.17% | 2.25 CHF | 2.28 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 114,489 CHF | 115,836 CHF | 96.21% | 96.21% |
12/07/2024 | 1.19% | 2.23 CHF | 2.26 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 110,660 CHF | 111,980 CHF | 88.64% | 88.64% |
11/07/2024 | 1.18% | 2.23 CHF | 2.25 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 112,945 CHF | 114,284 CHF | 96.30% | 96.30% |
10/07/2024 | 1.21% | 2.21 CHF | 2.24 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 108,655 CHF | 109,981 CHF | 97.54% | 97.54% |
09/07/2024 | 1.18% | 2.23 CHF | 2.25 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 111,523 CHF | 112,851 CHF | 98.08% | 98.08% |
08/07/2024 | 1.23% | 2.19 CHF | 2.22 CHF | 75,000 | 75,000 | 74,708 | 74,708 | 156,773 CHF | 158,709 CHF | 95.83% | 95.83% |
05/07/2024 | 1.83% | 1.92 CHF | 1.95 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 48,893 CHF | 49,796 CHF | 98.39% | 98.39% |
04/07/2024 | 1.84% | 1.96 CHF | 2.00 CHF | 37,500 | 37,500 | 37,500 | 37,500 | 72,889 CHF | 74,240 CHF | 97.25% | 97.25% |
03/07/2024 | 1.91% | 1.88 CHF | 1.91 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 47,149 CHF | 48,056 CHF | 94.51% | 94.51% |
02/07/2024 | 1.73% | 2.00 CHF | 2.03 CHF | 25,000 | 25,000 | 29,321 | 29,321 | 57,499 CHF | 58,459 CHF | 76.53% | 76.53% |