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 | 1.82% | 1.73 CHF | 1.76 CHF | 25,000 | 25,000 | 26,377 | 26,377 | 45,428 CHF | 46,253 CHF | 98.73% | 98.73% |
12/07/2024 | 1.35% | 1.70 CHF | 1.72 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 83,156 CHF | 84,284 CHF | 99.38% | 99.38% |
11/07/2024 | 1.33% | 1.69 CHF | 1.71 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 85,888 CHF | 87,038 CHF | 98.78% | 98.78% |
10/07/2024 | 1.41% | 1.71 CHF | 1.73 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 83,455 CHF | 84,637 CHF | 100.00% | 100.00% |
09/07/2024 | 1.30% | 1.72 CHF | 1.74 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 87,394 CHF | 88,536 CHF | 99.98% | 99.98% |
08/07/2024 | 1.32% | 1.74 CHF | 1.77 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 85,485 CHF | 86,617 CHF | 100.00% | 100.00% |
05/07/2024 | 1.29% | 1.70 CHF | 1.72 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 85,470 CHF | 86,582 CHF | 57.37% | 57.37% |
04/07/2024 | 1.32% | 1.65 CHF | 1.67 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 84,576 CHF | 85,697 CHF | 71.69% | 71.69% |
03/07/2024 | 1.36% | 1.67 CHF | 1.69 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 84,086 CHF | 85,240 CHF | 66.98% | 66.98% |
02/07/2024 | 1.37% | 1.67 CHF | 1.69 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 81,561 CHF | 82,689 CHF | 96.11% | 96.11% |