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 | 1.01% | 1.63 CHF | 1.65 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 82,910 CHF | 83,749 CHF | 96.19% | 96.19% |
12/07/2024 | 1.01% | 1.61 CHF | 1.63 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 80,124 CHF | 80,940 CHF | 88.64% | 88.64% |
11/07/2024 | 1.01% | 1.61 CHF | 1.63 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 81,879 CHF | 82,710 CHF | 96.30% | 96.30% |
10/07/2024 | 1.08% | 1.60 CHF | 1.61 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 78,292 CHF | 79,144 CHF | 97.54% | 97.54% |
09/07/2024 | 0.96% | 1.61 CHF | 1.62 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 80,548 CHF | 81,326 CHF | 98.08% | 98.08% |
08/07/2024 | 1.09% | 1.58 CHF | 1.60 CHF | 75,000 | 75,000 | 74,707 | 74,707 | 112,952 CHF | 114,191 CHF | 95.39% | 95.39% |
05/07/2024 | 1.81% | 1.37 CHF | 1.40 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 35,990 CHF | 36,646 CHF | 98.59% | 98.59% |
04/07/2024 | 1.85% | 1.45 CHF | 1.48 CHF | 37,500 | 37,500 | 37,500 | 37,500 | 53,912 CHF | 54,917 CHF | 97.25% | 97.25% |
03/07/2024 | 1.87% | 1.39 CHF | 1.42 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 34,815 CHF | 35,472 CHF | 94.51% | 94.51% |
02/07/2024 | 1.76% | 1.47 CHF | 1.50 CHF | 25,000 | 25,000 | 29,305 | 29,305 | 42,197 CHF | 42,896 CHF | 76.47% | 76.47% |