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 | 1.91% | 1.40 CHF | 1.43 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 35,636 CHF | 36,322 CHF | 99.72% | 99.72% |
12/07/2024 | 1.81% | 1.46 CHF | 1.48 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 36,212 CHF | 36,872 CHF | 99.01% | 99.01% |
11/07/2024 | 1.71% | 1.45 CHF | 1.47 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 35,575 CHF | 36,186 CHF | 99.08% | 99.08% |
10/07/2024 | 1.73% | 1.45 CHF | 1.47 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 35,957 CHF | 36,583 CHF | 100.00% | 100.00% |
09/07/2024 | 1.93% | 1.44 CHF | 1.46 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 35,548 CHF | 36,242 CHF | 100.00% | 100.00% |
08/07/2024 | 1.75% | 1.42 CHF | 1.45 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 34,491 CHF | 35,098 CHF | 100.00% | 100.00% |
05/07/2024 | 1.83% | 1.36 CHF | 1.39 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 33,241 CHF | 33,854 CHF | 95.71% | 95.71% |
04/07/2024 | 1.92% | 1.33 CHF | 1.35 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 31,758 CHF | 32,369 CHF | 98.19% | 98.19% |
03/07/2024 | 1.45% | 0.99 CHF | 1.01 CHF | 60,000 | 50,000 | 53,079 | 50,000 | 52,782 CHF | 50,485 CHF | 100.00% | 100.00% |
02/07/2024 | 1.34% | 0.99 CHF | 1.00 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 56,660 CHF | 47,855 CHF | 100.00% | 100.00% |