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% | 1.03 CHF | 1.04 CHF | 50,000 | 7,500 | 50,000 | 7,500 | 55,616 CHF | 8,480 CHF | 95.23% | 95.23% |
12/07/2024 | 1.92% | 1.14 CHF | 1.16 CHF | 50,000 | 7,500 | 50,000 | 7,500 | 58,496 CHF | 8,945 CHF | 99.01% | 99.01% |
11/07/2024 | 1.56% | 1.12 CHF | 1.14 CHF | 50,000 | 7,500 | 50,000 | 7,500 | 55,700 CHF | 8,486 CHF | 96.71% | 96.71% |
10/07/2024 | 1.81% | 0.98 CHF | 0.99 CHF | 60,000 | 7,500 | 60,000 | 7,500 | 57,143 CHF | 7,273 CHF | 100.00% | 100.00% |
09/07/2024 | 1.74% | 0.98 CHF | 0.99 CHF | 60,000 | 7,500 | 60,000 | 7,500 | 57,257 CHF | 7,283 CHF | 100.00% | 100.00% |
08/07/2024 | 1.73% | 0.95 CHF | 0.97 CHF | 60,000 | 7,500 | 60,000 | 7,500 | 56,622 CHF | 7,201 CHF | 99.80% | 99.80% |
05/07/2024 | 1.80% | 0.93 CHF | 0.95 CHF | 60,000 | 7,500 | 60,000 | 7,500 | 55,472 CHF | 7,060 CHF | 98.81% | 98.81% |
04/07/2024 | 1.88% | 0.90 CHF | 0.92 CHF | 60,000 | 7,500 | 60,652 | 7,500 | 53,667 CHF | 6,768 CHF | 100.00% | 100.00% |
03/07/2024 | 1.99% | 0.78 CHF | 0.80 CHF | 70,000 | 7,500 | 69,910 | 7,500 | 54,979 CHF | 6,018 CHF | 99.73% | 99.73% |
02/07/2024 | 2.23% | 0.76 CHF | 0.78 CHF | 70,000 | 7,500 | 70,000 | 7,500 | 52,692 CHF | 5,773 CHF | 100.00% | 100.00% |