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 | 0.71% | 1.32 CHF | 1.33 CHF | 40,000 | 20,000 | 40,000 | 20,000 | 55,861 CHF | 28,130 CHF | 97.09% | 97.09% |
12/07/2024 | 0.70% | 1.37 CHF | 1.38 CHF | 40,000 | 10,000 | 40,000 | 10,000 | 56,991 CHF | 14,348 CHF | 99.01% | 99.01% |
11/07/2024 | 0.69% | 1.51 CHF | 1.52 CHF | 40,000 | 20,000 | 40,000 | 20,000 | 57,625 CHF | 29,012 CHF | 99.08% | 99.08% |
10/07/2024 | 0.72% | 1.35 CHF | 1.36 CHF | 40,000 | 20,000 | 40,000 | 20,000 | 55,167 CHF | 27,784 CHF | 100.00% | 100.00% |
09/07/2024 | 0.69% | 1.39 CHF | 1.40 CHF | 40,000 | 20,000 | 40,000 | 20,000 | 57,513 CHF | 28,957 CHF | 100.00% | 100.00% |
08/07/2024 | 0.67% | 1.41 CHF | 1.42 CHF | 40,000 | 10,000 | 40,000 | 10,000 | 59,369 CHF | 14,942 CHF | 99.97% | 99.97% |
05/07/2024 | 0.66% | 1.51 CHF | 1.52 CHF | 40,000 | 20,000 | 40,000 | 20,000 | 60,418 CHF | 30,409 CHF | 98.75% | 98.75% |
04/07/2024 | 0.71% | 1.41 CHF | 1.42 CHF | 40,000 | 20,000 | 40,000 | 20,000 | 55,800 CHF | 28,100 CHF | 100.00% | 100.00% |
03/07/2024 | 0.79% | 1.27 CHF | 1.28 CHF | 40,000 | 20,000 | 41,103 | 20,000 | 52,030 CHF | 25,532 CHF | 82.74% | 82.74% |
02/07/2024 | 0.88% | 1.21 CHF | 1.22 CHF | 50,000 | 20,000 | 50,000 | 20,000 | 56,637 CHF | 22,855 CHF | 99.85% | 99.85% |