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 | 1.67% | 1.76 CHF | 1.79 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 52,679 CHF | 44,641 CHF | 60.65% | 60.65% |
12/07/2024 | 1.76% | 1.76 CHF | 1.79 CHF | 30,000 | 25,000 | 32,831 | 25,000 | 55,258 CHF | 43,021 CHF | 65.61% | 65.61% |
11/07/2024 | 1.80% | 1.66 CHF | 1.69 CHF | 38,209 | 25,000 | 36,188 | 25,000 | 58,360 CHF | 41,228 CHF | 97.32% | 97.32% |
10/07/2024 | 1.71% | 1.53 CHF | 1.56 CHF | 40,000 | 25,000 | 39,485 | 25,000 | 61,618 CHF | 39,687 CHF | 100.00% | 100.00% |
09/07/2024 | 1.88% | 1.53 CHF | 1.56 CHF | 39,834 | 25,000 | 39,639 | 25,000 | 61,609 CHF | 39,597 CHF | 100.00% | 100.00% |
08/07/2024 | 1.76% | 1.60 CHF | 1.63 CHF | 39,227 | 25,000 | 39,030 | 25,000 | 62,837 CHF | 40,967 CHF | 69.90% | 69.90% |
05/07/2024 | 1.74% | 1.57 CHF | 1.60 CHF | 39,685 | 25,000 | 39,300 | 25,000 | 63,121 CHF | 40,864 CHF | 98.86% | 98.86% |
04/07/2024 | 1.86% | 1.51 CHF | 1.54 CHF | 40,000 | 25,000 | 39,996 | 25,000 | 61,338 CHF | 39,058 CHF | 100.00% | 100.00% |
03/07/2024 | 1.95% | 1.45 CHF | 1.48 CHF | 40,000 | 25,000 | 40,000 | 25,000 | 57,502 CHF | 36,646 CHF | 99.82% | 99.82% |
02/07/2024 | 2.08% | 1.25 CHF | 1.28 CHF | 45,317 | 25,000 | 43,111 | 25,000 | 53,352 CHF | 31,633 CHF | 86.49% | 86.49% |