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 | 2.40% | 1.36 CHF | 1.39 CHF | 40,000 | 20,000 | 40,000 | 20,000 | 54,980 CHF | 28,157 CHF | 74.79% | 74.79% |
12/07/2024 | 2.41% | 1.42 CHF | 1.45 CHF | 40,000 | 20,000 | 40,000 | 20,000 | 54,656 CHF | 27,995 CHF | 71.66% | 71.66% |
11/07/2024 | 2.06% | 1.61 CHF | 1.64 CHF | 40,000 | 10,000 | 39,783 | 10,000 | 64,878 CHF | 16,651 CHF | 92.63% | 92.63% |
10/07/2024 | 2.07% | 1.74 CHF | 1.77 CHF | 30,000 | 10,000 | 31,509 | 10,000 | 52,962 CHF | 17,173 CHF | 70.78% | 70.78% |
09/07/2024 | 1.98% | 1.67 CHF | 1.70 CHF | 30,000 | 10,000 | 31,002 | 10,000 | 52,350 CHF | 17,237 CHF | 90.84% | 90.84% |
08/07/2024 | 1.99% | 1.63 CHF | 1.67 CHF | 40,000 | 20,000 | 36,213 | 20,000 | 59,787 CHF | 33,736 CHF | 81.27% | 81.27% |
05/07/2024 | 2.08% | 1.62 CHF | 1.65 CHF | 40,000 | 20,000 | 39,703 | 19,901 | 64,260 CHF | 32,886 CHF | 96.50% | 96.50% |
04/07/2024 | 2.06% | 1.61 CHF | 1.64 CHF | 40,000 | 20,000 | 40,000 | 20,000 | 63,974 CHF | 32,654 CHF | 99.56% | 99.56% |
03/07/2024 | 2.07% | 1.56 CHF | 1.59 CHF | 40,000 | 20,000 | 40,000 | 20,000 | 62,560 CHF | 31,935 CHF | 92.20% | 92.20% |
02/07/2024 | 2.38% | 1.42 CHF | 1.46 CHF | 40,000 | 20,000 | 40,000 | 20,000 | 55,335 CHF | 28,334 CHF | 92.97% | 92.97% |