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% | 1.66 CHF | 1.69 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 42,255 CHF | 42,886 CHF | 99.72% | 99.72% |
12/07/2024 | 1.32% | 1.72 CHF | 1.75 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 42,872 CHF | 43,442 CHF | 99.01% | 99.01% |
11/07/2024 | 1.50% | 1.71 CHF | 1.74 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 42,186 CHF | 42,825 CHF | 99.09% | 99.09% |
10/07/2024 | 1.45% | 1.71 CHF | 1.74 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 42,583 CHF | 43,207 CHF | 100.00% | 100.00% |
09/07/2024 | 1.31% | 1.70 CHF | 1.73 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 42,242 CHF | 42,798 CHF | 100.00% | 100.00% |
08/07/2024 | 1.55% | 1.69 CHF | 1.71 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 41,098 CHF | 41,741 CHF | 100.00% | 100.00% |
05/07/2024 | 1.62% | 1.62 CHF | 1.65 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 39,783 CHF | 40,432 CHF | 95.71% | 95.71% |
04/07/2024 | 1.65% | 1.59 CHF | 1.62 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 38,369 CHF | 39,008 CHF | 98.19% | 98.19% |
03/07/2024 | 1.22% | 1.26 CHF | 1.27 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 62,985 CHF | 63,758 CHF | 100.00% | 100.00% |
02/07/2024 | 1.06% | 1.25 CHF | 1.27 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 60,501 CHF | 61,145 CHF | 100.00% | 100.00% |