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 | 0.61% | 1.63 CHF | 1.64 CHF | 40,000 | 30,000 | 39,336 | 30,000 | 64,735 CHF | 49,683 CHF | 97.50% | 97.50% |
12/07/2024 | 1.21% | 1.59 CHF | 1.61 CHF | 40,000 | 30,000 | 38,242 | 30,000 | 62,805 CHF | 49,909 CHF | 84.29% | 84.29% |
11/07/2024 | 1.16% | 1.67 CHF | 1.69 CHF | 30,000 | 30,000 | 30,030 | 30,000 | 51,618 CHF | 52,168 CHF | 99.52% | 99.52% |
10/07/2024 | 1.09% | 1.75 CHF | 1.77 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 54,784 CHF | 55,384 CHF | 99.51% | 99.51% |
09/07/2024 | 1.13% | 1.77 CHF | 1.79 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 52,942 CHF | 53,542 CHF | 99.57% | 99.57% |
08/07/2024 | 1.15% | 1.73 CHF | 1.75 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 51,722 CHF | 52,322 CHF | 99.47% | 99.47% |
05/07/2024 | 1.19% | 1.73 CHF | 1.75 CHF | 30,000 | 30,000 | 37,647 | 30,000 | 62,518 CHF | 50,538 CHF | 97.61% | 97.61% |
04/07/2024 | 1.18% | 1.67 CHF | 1.69 CHF | 30,000 | 30,000 | 31,847 | 30,000 | 53,500 CHF | 51,052 CHF | 98.34% | 98.34% |
03/07/2024 | 1.14% | 1.74 CHF | 1.76 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 52,114 CHF | 52,714 CHF | 95.88% | 95.88% |
02/07/2024 | 1.06% | 1.88 CHF | 1.90 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 56,262 CHF | 56,862 CHF | 93.40% | 93.40% |