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 | 1.09% | 1.80 CHF | 1.82 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 36,613 CHF | 37,013 CHF | 99.99% | 99.99% |
12/07/2024 | 1.13% | 1.83 CHF | 1.85 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 35,130 CHF | 35,530 CHF | 100.00% | 100.00% |
11/07/2024 | 1.16% | 1.73 CHF | 1.75 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 34,286 CHF | 34,686 CHF | 99.97% | 99.99% |
10/07/2024 | 1.20% | 1.69 CHF | 1.71 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 33,260 CHF | 33,660 CHF | 100.00% | 100.00% |
09/07/2024 | 1.22% | 1.65 CHF | 1.67 CHF | 20,000 | 20,000 | 19,935 | 19,935 | 32,806 CHF | 33,206 CHF | 99.97% | 99.97% |
08/07/2024 | 1.22% | 1.63 CHF | 1.65 CHF | 20,000 | 20,000 | 19,966 | 19,966 | 32,625 CHF | 33,025 CHF | 99.99% | 99.99% |
05/07/2024 | 1.20% | 1.67 CHF | 1.69 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 33,251 CHF | 33,651 CHF | 100.00% | 100.00% |
04/07/2024 | 1.24% | 1.62 CHF | 1.64 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 31,974 CHF | 32,374 CHF | 100.00% | 100.00% |
03/07/2024 | 1.34% | 1.53 CHF | 1.55 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 29,692 CHF | 30,092 CHF | 100.00% | 100.00% |
02/07/2024 | 1.41% | 1.47 CHF | 1.49 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 28,135 CHF | 28,535 CHF | 100.00% | 100.00% |