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 | 1.74% | 1.49 CHF | 1.52 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 37,969 CHF | 38,636 CHF | 99.72% | 99.72% |
12/07/2024 | 1.68% | 1.55 CHF | 1.58 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 38,539 CHF | 39,192 CHF | 99.01% | 99.01% |
11/07/2024 | 1.76% | 1.54 CHF | 1.57 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 37,865 CHF | 38,538 CHF | 99.09% | 99.09% |
10/07/2024 | 1.60% | 1.54 CHF | 1.57 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 38,288 CHF | 38,906 CHF | 100.00% | 100.00% |
09/07/2024 | 1.45% | 1.53 CHF | 1.56 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 37,992 CHF | 38,548 CHF | 100.00% | 100.00% |
08/07/2024 | 1.73% | 1.52 CHF | 1.54 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 36,848 CHF | 37,491 CHF | 100.00% | 100.00% |
05/07/2024 | 1.81% | 1.45 CHF | 1.48 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 35,524 CHF | 36,174 CHF | 93.78% | 93.78% |
04/07/2024 | 1.80% | 1.42 CHF | 1.44 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 34,063 CHF | 34,679 CHF | 98.19% | 98.19% |
03/07/2024 | 1.22% | 1.08 CHF | 1.10 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 54,344 CHF | 55,011 CHF | 100.00% | 100.00% |
02/07/2024 | 1.14% | 1.08 CHF | 1.09 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 51,906 CHF | 52,500 CHF | 100.00% | 100.00% |