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 | 1.66% | 1.40 CHF | 1.43 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 72,890 CHF | 74,108 CHF | 98.08% | 98.08% |
12/07/2024 | 1.74% | 1.37 CHF | 1.40 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 67,431 CHF | 68,613 CHF | 98.94% | 98.94% |
11/07/2024 | 1.70% | 1.36 CHF | 1.39 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 70,850 CHF | 72,063 CHF | 96.86% | 96.86% |
10/07/2024 | 1.83% | 1.34 CHF | 1.37 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 64,185 CHF | 65,371 CHF | 100.00% | 100.00% |
09/07/2024 | 1.65% | 1.36 CHF | 1.39 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 68,447 CHF | 69,587 CHF | 100.00% | 100.00% |
08/07/2024 | 1.47% | 1.30 CHF | 1.32 CHF | 50,000 | 50,000 | 49,708 | 49,708 | 59,554 CHF | 60,428 CHF | 100.00% | 100.00% |
05/07/2024 | 3.62% | 0.98 CHF | 1.02 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 25,632 CHF | 26,577 CHF | 98.89% | 98.89% |
04/07/2024 | 3.69% | 1.03 CHF | 1.07 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 25,161 CHF | 26,106 CHF | 100.00% | 100.00% |
03/07/2024 | 4.09% | 0.92 CHF | 0.96 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 23,207 CHF | 24,174 CHF | 99.71% | 99.71% |
02/07/2024 | 5.89% | 1.07 CHF | 1.13 CHF | 12,500 | 12,500 | 17,663 | 14,548 | 18,051 CHF | 14,918 CHF | 90.61% | 90.61% |