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 | 1.06% | 2.61 CHF | 2.64 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 65,060 CHF | 65,754 CHF | 60.65% | 60.65% |
12/07/2024 | 1.16% | 2.61 CHF | 2.64 CHF | 25,000 | 25,000 | 25,988 | 25,000 | 65,815 CHF | 64,132 CHF | 99.01% | 99.01% |
11/07/2024 | 1.20% | 2.51 CHF | 2.54 CHF | 25,000 | 25,000 | 28,301 | 25,000 | 69,798 CHF | 62,522 CHF | 99.09% | 99.09% |
10/07/2024 | 1.14% | 2.38 CHF | 2.41 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 72,275 CHF | 60,922 CHF | 100.00% | 100.00% |
09/07/2024 | 1.15% | 2.38 CHF | 2.40 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 72,116 CHF | 60,794 CHF | 100.00% | 100.00% |
08/07/2024 | 1.16% | 2.45 CHF | 2.47 CHF | 30,000 | 25,000 | 29,454 | 25,000 | 72,619 CHF | 62,375 CHF | 100.00% | 100.00% |
05/07/2024 | 1.16% | 2.42 CHF | 2.45 CHF | 30,000 | 25,000 | 29,886 | 25,000 | 73,279 CHF | 62,019 CHF | 98.86% | 98.86% |
04/07/2024 | 1.20% | 2.36 CHF | 2.39 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 71,307 CHF | 60,137 CHF | 100.00% | 100.00% |
03/07/2024 | 1.23% | 2.29 CHF | 2.32 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 68,304 CHF | 57,627 CHF | 99.82% | 99.82% |
02/07/2024 | 1.30% | 2.09 CHF | 2.12 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 61,889 CHF | 52,251 CHF | 100.00% | 100.00% |