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 | 1.62% | 1.01 CHF | 1.03 CHF | 50,000 | 50,000 | 50,810 | 50,000 | 52,404 CHF | 52,445 CHF | 96.21% | 96.21% |
12/07/2024 | 1.65% | 1.00 CHF | 1.02 CHF | 50,000 | 50,000 | 56,897 | 50,000 | 56,259 CHF | 50,292 CHF | 88.64% | 88.64% |
11/07/2024 | 1.65% | 1.00 CHF | 1.01 CHF | 50,000 | 50,000 | 52,097 | 50,000 | 53,023 CHF | 51,812 CHF | 96.55% | 96.55% |
10/07/2024 | 1.75% | 0.99 CHF | 1.01 CHF | 60,000 | 50,000 | 59,993 | 50,000 | 58,058 CHF | 49,241 CHF | 97.44% | 97.44% |
09/07/2024 | 1.70% | 1.00 CHF | 1.02 CHF | 50,000 | 50,000 | 53,749 | 50,000 | 53,816 CHF | 50,987 CHF | 98.08% | 98.08% |
08/07/2024 | 1.77% | 0.98 CHF | 1.00 CHF | 75,000 | 75,000 | 74,706 | 74,706 | 69,311 CHF | 70,544 CHF | 95.23% | 95.23% |
05/07/2024 | 2.89% | 0.82 CHF | 0.85 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 22,091 CHF | 22,738 CHF | 98.23% | 98.23% |
04/07/2024 | 2.81% | 0.90 CHF | 0.92 CHF | 37,500 | 37,500 | 37,500 | 37,500 | 33,207 CHF | 34,152 CHF | 97.25% | 97.25% |
03/07/2024 | 3.03% | 0.85 CHF | 0.87 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 21,293 CHF | 21,949 CHF | 94.51% | 94.51% |
02/07/2024 | 2.88% | 0.91 CHF | 0.94 CHF | 25,000 | 25,000 | 30,880 | 29,320 | 27,483 CHF | 26,706 CHF | 76.53% | 76.53% |