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 | 2.20% | 1.21 CHF | 1.24 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 30,886 CHF | 31,572 CHF | 99.72% | 99.72% |
12/07/2024 | 2.08% | 1.27 CHF | 1.29 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 31,462 CHF | 32,122 CHF | 99.01% | 99.01% |
11/07/2024 | 1.97% | 1.26 CHF | 1.28 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 30,825 CHF | 31,436 CHF | 99.08% | 99.08% |
10/07/2024 | 1.73% | 1.26 CHF | 1.28 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 31,288 CHF | 31,833 CHF | 100.00% | 100.00% |
09/07/2024 | 1.88% | 1.25 CHF | 1.28 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 30,925 CHF | 31,513 CHF | 100.00% | 100.00% |
08/07/2024 | 2.05% | 1.24 CHF | 1.26 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 29,801 CHF | 30,419 CHF | 100.00% | 100.00% |
05/07/2024 | 2.13% | 1.17 CHF | 1.20 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 28,491 CHF | 29,104 CHF | 95.71% | 95.71% |
04/07/2024 | 2.25% | 1.14 CHF | 1.16 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 27,008 CHF | 27,619 CHF | 98.19% | 98.19% |
03/07/2024 | 1.58% | 0.80 CHF | 0.82 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 56,482 CHF | 40,985 CHF | 100.00% | 100.00% |
02/07/2024 | 1.85% | 0.80 CHF | 0.81 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 52,804 CHF | 38,421 CHF | 100.00% | 100.00% |