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 | 1.80% | 1.32 CHF | 1.34 CHF | 75,000 | 75,000 | 55,183 | 55,183 | 74,195 CHF | 75,455 CHF | 95.95% | 95.95% |
12/07/2024 | 2.27% | 1.34 CHF | 1.37 CHF | 37,500 | 37,500 | 37,500 | 37,500 | 47,727 CHF | 48,822 CHF | 99.01% | 99.01% |
11/07/2024 | 1.54% | 1.25 CHF | 1.27 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 93,140 CHF | 94,583 CHF | 98.24% | 98.24% |
10/07/2024 | 1.59% | 1.22 CHF | 1.24 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 89,571 CHF | 91,010 CHF | 100.00% | 100.00% |
09/07/2024 | 1.61% | 1.18 CHF | 1.20 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 88,329 CHF | 89,765 CHF | 94.12% | 94.12% |
08/07/2024 | 1.64% | 1.17 CHF | 1.19 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 87,606 CHF | 89,057 CHF | 99.89% | 99.89% |
05/07/2024 | 1.55% | 1.20 CHF | 1.22 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 89,639 CHF | 91,040 CHF | 98.09% | 98.09% |
04/07/2024 | 1.63% | 1.16 CHF | 1.18 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 85,235 CHF | 86,634 CHF | 97.51% | 97.51% |
03/07/2024 | 1.81% | 1.07 CHF | 1.09 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 77,332 CHF | 78,742 CHF | 99.71% | 99.71% |
02/07/2024 | 1.89% | 1.02 CHF | 1.04 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 72,094 CHF | 73,467 CHF | 99.69% | 99.69% |