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 | 2.49% | 1.27 CHF | 1.31 CHF | 25,000 | 25,000 | 26,377 | 26,377 | 33,519 CHF | 34,352 CHF | 98.73% | 98.73% |
12/07/2024 | 1.92% | 1.25 CHF | 1.27 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 60,801 CHF | 61,981 CHF | 99.38% | 99.38% |
11/07/2024 | 1.82% | 1.24 CHF | 1.26 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 63,215 CHF | 64,375 CHF | 99.16% | 99.16% |
10/07/2024 | 1.86% | 1.26 CHF | 1.28 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 60,922 CHF | 62,062 CHF | 100.00% | 100.00% |
09/07/2024 | 1.72% | 1.26 CHF | 1.29 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 64,616 CHF | 65,735 CHF | 100.00% | 100.00% |
08/07/2024 | 1.82% | 1.29 CHF | 1.31 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 62,818 CHF | 63,974 CHF | 100.00% | 100.00% |
05/07/2024 | 1.80% | 1.24 CHF | 1.27 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 62,765 CHF | 63,903 CHF | 56.97% | 56.97% |
04/07/2024 | 1.81% | 1.20 CHF | 1.22 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 61,969 CHF | 63,098 CHF | 71.69% | 71.69% |
03/07/2024 | 1.80% | 1.22 CHF | 1.24 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 61,529 CHF | 62,647 CHF | 66.98% | 66.98% |
02/07/2024 | 1.88% | 1.22 CHF | 1.24 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 59,070 CHF | 60,188 CHF | 96.31% | 96.31% |