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 | 1.99% | 1.30 CHF | 1.33 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 33,219 CHF | 33,886 CHF | 99.72% | 99.72% |
12/07/2024 | 1.67% | 1.36 CHF | 1.39 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 33,872 CHF | 34,442 CHF | 99.01% | 99.01% |
11/07/2024 | 1.90% | 1.35 CHF | 1.38 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 33,186 CHF | 33,825 CHF | 99.09% | 99.09% |
10/07/2024 | 1.84% | 1.35 CHF | 1.38 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 33,583 CHF | 34,207 CHF | 100.00% | 100.00% |
09/07/2024 | 1.66% | 1.34 CHF | 1.37 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 33,242 CHF | 33,798 CHF | 100.00% | 100.00% |
08/07/2024 | 1.98% | 1.33 CHF | 1.35 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 32,098 CHF | 32,741 CHF | 100.00% | 100.00% |
05/07/2024 | 1.87% | 1.27 CHF | 1.29 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 30,854 CHF | 31,435 CHF | 95.71% | 95.71% |
04/07/2024 | 2.15% | 1.23 CHF | 1.26 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 29,369 CHF | 30,008 CHF | 98.19% | 98.19% |
03/07/2024 | 1.70% | 0.90 CHF | 0.91 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 53,982 CHF | 45,758 CHF | 100.00% | 100.00% |
02/07/2024 | 1.50% | 0.89 CHF | 0.91 CHF | 60,000 | 50,000 | 61,708 | 50,000 | 52,384 CHF | 43,129 CHF | 100.00% | 100.00% |