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 | 2.01% | 1.43 CHF | 1.45 CHF | 40,000 | 20,000 | 40,000 | 20,000 | 58,091 CHF | 29,635 CHF | 97.10% | 97.10% |
12/07/2024 | 2.04% | 1.50 CHF | 1.54 CHF | 40,000 | 20,000 | 40,000 | 20,000 | 57,857 CHF | 29,526 CHF | 72.07% | 72.07% |
11/07/2024 | 1.94% | 1.67 CHF | 1.70 CHF | 30,000 | 10,000 | 30,681 | 10,000 | 51,922 CHF | 17,263 CHF | 92.63% | 92.63% |
10/07/2024 | 2.01% | 1.78 CHF | 1.81 CHF | 30,000 | 10,000 | 30,000 | 10,000 | 52,145 CHF | 17,735 CHF | 72.28% | 72.28% |
09/07/2024 | 1.86% | 1.73 CHF | 1.76 CHF | 30,000 | 10,000 | 30,000 | 10,000 | 52,142 CHF | 17,706 CHF | 96.15% | 96.15% |
08/07/2024 | 2.01% | 1.69 CHF | 1.72 CHF | 30,000 | 20,000 | 30,000 | 20,000 | 51,197 CHF | 34,826 CHF | 90.19% | 90.19% |
05/07/2024 | 2.11% | 1.68 CHF | 1.71 CHF | 30,000 | 20,000 | 31,721 | 19,903 | 53,111 CHF | 34,052 CHF | 98.87% | 98.87% |
04/07/2024 | 2.03% | 1.66 CHF | 1.69 CHF | 40,000 | 20,000 | 36,389 | 20,000 | 60,201 CHF | 33,806 CHF | 99.56% | 99.56% |
03/07/2024 | 2.00% | 1.63 CHF | 1.66 CHF | 40,000 | 20,000 | 39,482 | 20,000 | 64,260 CHF | 33,220 CHF | 95.00% | 95.00% |
02/07/2024 | 2.22% | 1.49 CHF | 1.52 CHF | 40,000 | 20,000 | 40,000 | 20,000 | 58,395 CHF | 29,854 CHF | 92.97% | 92.97% |