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 | 1.54% | 1.09 CHF | 1.11 CHF | 50,000 | 25,000 | 50,000 | 25,000 | 53,329 CHF | 27,079 CHF | 98.73% | 98.73% |
12/07/2024 | 1.41% | 1.10 CHF | 1.11 CHF | 50,000 | 25,000 | 50,000 | 25,000 | 55,948 CHF | 28,371 CHF | 99.38% | 99.38% |
11/07/2024 | 1.62% | 1.01 CHF | 1.03 CHF | 50,000 | 25,000 | 51,541 | 25,000 | 52,470 CHF | 25,893 CHF | 99.16% | 99.16% |
10/07/2024 | 1.44% | 1.04 CHF | 1.05 CHF | 50,000 | 25,000 | 50,000 | 25,000 | 53,096 CHF | 26,934 CHF | 100.00% | 100.00% |
09/07/2024 | 1.54% | 1.12 CHF | 1.13 CHF | 50,000 | 25,000 | 50,000 | 25,000 | 52,673 CHF | 26,743 CHF | 100.00% | 100.00% |
08/07/2024 | 1.49% | 1.12 CHF | 1.14 CHF | 50,000 | 25,000 | 50,000 | 25,000 | 53,672 CHF | 27,238 CHF | 99.79% | 99.79% |
05/07/2024 | 1.91% | 0.93 CHF | 0.94 CHF | 60,000 | 25,000 | 60,000 | 25,000 | 54,383 CHF | 23,097 CHF | 99.61% | 99.61% |
04/07/2024 | 1.98% | 0.81 CHF | 0.83 CHF | 70,000 | 25,000 | 69,033 | 25,000 | 55,864 CHF | 20,646 CHF | 100.00% | 100.00% |
03/07/2024 | 1.88% | 0.81 CHF | 0.82 CHF | 70,000 | 25,000 | 66,720 | 25,000 | 55,013 CHF | 21,064 CHF | 99.73% | 99.73% |
02/07/2024 | 1.68% | 0.93 CHF | 0.94 CHF | 60,000 | 25,000 | 60,000 | 25,000 | 55,823 CHF | 23,655 CHF | 99.74% | 99.74% |