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 | 1.19% | 1.37 CHF | 1.39 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 70,174 CHF | 71,015 CHF | 96.20% | 96.20% |
12/07/2024 | 1.24% | 1.35 CHF | 1.37 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 66,849 CHF | 67,682 CHF | 88.64% | 88.64% |
11/07/2024 | 1.22% | 1.35 CHF | 1.36 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 68,893 CHF | 69,735 CHF | 96.26% | 96.26% |
10/07/2024 | 1.24% | 1.34 CHF | 1.35 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 65,090 CHF | 65,905 CHF | 97.54% | 97.54% |
09/07/2024 | 1.23% | 1.35 CHF | 1.36 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 67,584 CHF | 68,420 CHF | 98.08% | 98.08% |
08/07/2024 | 1.32% | 1.32 CHF | 1.33 CHF | 75,000 | 75,000 | 74,707 | 74,707 | 92,446 CHF | 93,668 CHF | 95.39% | 95.39% |
05/07/2024 | 2.30% | 1.08 CHF | 1.11 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 27,949 CHF | 28,600 CHF | 98.55% | 98.55% |
04/07/2024 | 2.35% | 1.12 CHF | 1.15 CHF | 37,500 | 37,500 | 37,500 | 37,500 | 41,626 CHF | 42,616 CHF | 97.25% | 97.25% |
03/07/2024 | 2.42% | 1.06 CHF | 1.08 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 26,722 CHF | 27,376 CHF | 94.51% | 94.51% |
02/07/2024 | 2.20% | 1.17 CHF | 1.20 CHF | 25,000 | 25,000 | 29,326 | 29,326 | 33,572 CHF | 34,266 CHF | 76.44% | 76.44% |