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 | 1.84% | 1.77 CHF | 1.80 CHF | 25,000 | 25,000 | 26,377 | 26,377 | 46,394 CHF | 47,242 CHF | 98.73% | 98.73% |
12/07/2024 | 1.29% | 1.74 CHF | 1.76 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 85,077 CHF | 86,178 CHF | 99.37% | 99.37% |
11/07/2024 | 1.30% | 1.72 CHF | 1.75 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 87,734 CHF | 88,882 CHF | 99.15% | 99.15% |
10/07/2024 | 1.33% | 1.75 CHF | 1.77 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 85,345 CHF | 86,484 CHF | 100.00% | 100.00% |
09/07/2024 | 1.29% | 1.75 CHF | 1.78 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 89,186 CHF | 90,347 CHF | 100.00% | 100.00% |
08/07/2024 | 1.30% | 1.78 CHF | 1.80 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 87,331 CHF | 88,476 CHF | 100.00% | 100.00% |
05/07/2024 | 1.32% | 1.73 CHF | 1.76 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 87,273 CHF | 88,435 CHF | 56.97% | 56.97% |
04/07/2024 | 1.27% | 1.69 CHF | 1.71 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 86,476 CHF | 87,581 CHF | 71.69% | 71.69% |
03/07/2024 | 1.32% | 1.71 CHF | 1.73 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 85,974 CHF | 87,114 CHF | 66.98% | 66.98% |
02/07/2024 | 1.33% | 1.71 CHF | 1.73 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 83,682 CHF | 84,798 CHF | 96.34% | 96.34% |