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 | 1.27% | 1.43 CHF | 1.44 CHF | 50,000 | 50,000 | 26,040 | 26,040 | 36,896 CHF | 37,312 CHF | 99.46% | 99.46% |
12/07/2024 | 1.48% | 1.41 CHF | 1.42 CHF | 50,000 | 50,000 | 25,997 | 25,997 | 37,200 CHF | 37,688 CHF | 98.80% | 98.80% |
11/07/2024 | 1.46% | 1.53 CHF | 1.54 CHF | 50,000 | 50,000 | 25,854 | 25,854 | 41,041 CHF | 41,564 CHF | 98.63% | 98.63% |
10/07/2024 | 1.48% | 1.57 CHF | 1.58 CHF | 50,000 | 50,000 | 25,902 | 25,902 | 40,982 CHF | 41,505 CHF | 99.17% | 99.17% |
09/07/2024 | 1.52% | 1.52 CHF | 1.53 CHF | 50,000 | 50,000 | 25,839 | 25,839 | 39,511 CHF | 40,028 CHF | 99.11% | 99.11% |
08/07/2024 | 1.24% | 1.44 CHF | 1.45 CHF | 50,000 | 50,000 | 25,949 | 25,949 | 37,592 CHF | 38,008 CHF | 99.50% | 99.50% |
05/07/2024 | 1.43% | 1.38 CHF | 1.39 CHF | 50,000 | 50,000 | 24,548 | 24,548 | 32,172 CHF | 32,575 CHF | 99.36% | 99.36% |
04/07/2024 | 1.49% | 1.34 CHF | 1.36 CHF | 20,000 | 20,000 | 19,921 | 19,921 | 26,621 CHF | 27,020 CHF | 99.80% | 99.80% |
03/07/2024 | 1.26% | 1.33 CHF | 1.34 CHF | 50,000 | 50,000 | 26,092 | 26,092 | 36,851 CHF | 37,268 CHF | 100.00% | 100.00% |
02/07/2024 | 1.33% | 1.37 CHF | 1.38 CHF | 50,000 | 50,000 | 25,530 | 25,530 | 34,610 CHF | 35,015 CHF | 100.00% | 100.00% |