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 | 1.63% | 1.15 CHF | 1.16 CHF | 40,000 | 40,000 | 18,227 | 18,227 | 20,322 CHF | 20,607 CHF | 99.11% | 99.11% |
12/07/2024 | 1.89% | 1.03 CHF | 1.04 CHF | 50,000 | 50,000 | 26,025 | 26,025 | 25,235 CHF | 25,650 CHF | 99.98% | 99.98% |
11/07/2024 | 1.94% | 0.96 CHF | 0.97 CHF | 50,000 | 50,000 | 26,043 | 26,043 | 24,206 CHF | 24,622 CHF | 99.91% | 99.91% |
10/07/2024 | 2.06% | 0.86 CHF | 0.87 CHF | 50,000 | 50,000 | 26,044 | 26,044 | 22,396 CHF | 22,812 CHF | 99.90% | 99.90% |
09/07/2024 | 1.95% | 0.85 CHF | 0.86 CHF | 50,000 | 50,000 | 26,045 | 26,045 | 23,608 CHF | 24,024 CHF | 99.99% | 99.99% |
08/07/2024 | 2.08% | 0.90 CHF | 0.91 CHF | 50,000 | 50,000 | 26,059 | 26,059 | 22,961 CHF | 23,377 CHF | 100.00% | 100.00% |
05/07/2024 | 2.13% | 0.82 CHF | 0.83 CHF | 50,000 | 50,000 | 26,056 | 26,056 | 21,710 CHF | 22,126 CHF | 99.90% | 99.90% |
04/07/2024 | 2.33% | 0.85 CHF | 0.87 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 16,959 CHF | 17,359 CHF | 99.54% | 99.54% |
03/07/2024 | 1.94% | 0.89 CHF | 0.90 CHF | 50,000 | 50,000 | 26,056 | 26,056 | 23,797 CHF | 24,213 CHF | 100.00% | 100.00% |
02/07/2024 | 2.16% | 0.89 CHF | 0.90 CHF | 50,000 | 50,000 | 26,091 | 26,091 | 21,976 CHF | 22,392 CHF | 100.00% | 100.00% |