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 | 1.48% | 1.89 CHF | 1.92 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 48,005 CHF | 48,719 CHF | 99.72% | 99.72% |
12/07/2024 | 1.21% | 1.95 CHF | 1.98 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 48,622 CHF | 49,212 CHF | 99.01% | 99.01% |
11/07/2024 | 1.11% | 1.95 CHF | 1.97 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 48,038 CHF | 48,575 CHF | 99.09% | 99.09% |
10/07/2024 | 1.30% | 1.95 CHF | 1.97 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 48,406 CHF | 49,038 CHF | 100.00% | 100.00% |
09/07/2024 | 1.37% | 1.94 CHF | 1.96 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 48,013 CHF | 48,675 CHF | 100.00% | 100.00% |
08/07/2024 | 1.34% | 1.92 CHF | 1.95 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 46,919 CHF | 47,551 CHF | 100.00% | 100.00% |
05/07/2024 | 1.40% | 1.86 CHF | 1.88 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 45,590 CHF | 46,231 CHF | 93.78% | 93.78% |
04/07/2024 | 1.44% | 1.82 CHF | 1.85 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 44,119 CHF | 44,758 CHF | 98.19% | 98.19% |
03/07/2024 | 1.03% | 1.49 CHF | 1.50 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 74,485 CHF | 75,258 CHF | 100.00% | 100.00% |
02/07/2024 | 0.95% | 1.48 CHF | 1.50 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 72,000 CHF | 72,691 CHF | 100.00% | 100.00% |