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 | 1.59% | 1.82 CHF | 1.85 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 18,677 CHF | 18,977 CHF | 100.00% | 100.00% |
12/07/2024 | 1.72% | 1.85 CHF | 1.88 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 17,333 CHF | 17,633 CHF | 100.00% | 100.00% |
11/07/2024 | 1.77% | 1.70 CHF | 1.73 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 16,833 CHF | 17,133 CHF | 99.97% | 99.99% |
10/07/2024 | 1.85% | 1.64 CHF | 1.67 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 32,075 CHF | 32,675 CHF | 99.99% | 99.99% |
09/07/2024 | 1.90% | 1.58 CHF | 1.61 CHF | 20,000 | 20,000 | 19,932 | 19,932 | 31,414 CHF | 32,014 CHF | 99.98% | 99.98% |
08/07/2024 | 1.91% | 1.55 CHF | 1.58 CHF | 20,000 | 20,000 | 19,966 | 19,966 | 31,113 CHF | 31,713 CHF | 99.67% | 99.67% |
05/07/2024 | 1.85% | 1.62 CHF | 1.65 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 32,199 CHF | 32,799 CHF | 100.00% | 100.00% |
04/07/2024 | 1.97% | 1.54 CHF | 1.57 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 30,142 CHF | 30,742 CHF | 100.00% | 100.00% |
03/07/2024 | 2.23% | 1.40 CHF | 1.43 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 26,596 CHF | 27,196 CHF | 100.00% | 100.00% |
02/07/2024 | 2.45% | 1.31 CHF | 1.34 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 24,291 CHF | 24,891 CHF | 100.00% | 100.00% |