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 | 1.32% | 1.97 CHF | 2.00 CHF | 30,000 | 7,500 | 30,000 | 7,500 | 62,083 CHF | 15,727 CHF | 95.21% | 95.21% |
12/07/2024 | 1.27% | 2.10 CHF | 2.13 CHF | 30,000 | 7,500 | 30,000 | 7,500 | 63,961 CHF | 16,194 CHF | 99.01% | 99.01% |
11/07/2024 | 1.29% | 2.08 CHF | 2.11 CHF | 30,000 | 7,500 | 30,000 | 7,500 | 62,114 CHF | 15,730 CHF | 96.10% | 96.10% |
10/07/2024 | 1.38% | 1.91 CHF | 1.94 CHF | 30,000 | 7,500 | 30,000 | 7,500 | 56,573 CHF | 14,340 CHF | 100.00% | 100.00% |
09/07/2024 | 1.39% | 1.91 CHF | 1.94 CHF | 30,000 | 7,500 | 30,000 | 7,500 | 56,551 CHF | 14,335 CHF | 100.00% | 100.00% |
08/07/2024 | 1.44% | 1.87 CHF | 1.90 CHF | 30,000 | 7,500 | 30,000 | 7,500 | 55,893 CHF | 14,176 CHF | 99.80% | 99.80% |
05/07/2024 | 1.45% | 1.85 CHF | 1.88 CHF | 30,000 | 7,500 | 30,000 | 7,500 | 55,201 CHF | 14,002 CHF | 98.81% | 98.81% |
04/07/2024 | 1.50% | 1.81 CHF | 1.84 CHF | 30,000 | 7,500 | 30,000 | 7,500 | 53,783 CHF | 13,649 CHF | 100.00% | 100.00% |
03/07/2024 | 1.59% | 1.67 CHF | 1.70 CHF | 30,000 | 7,500 | 33,254 | 7,500 | 55,480 CHF | 12,742 CHF | 99.73% | 99.73% |
02/07/2024 | 1.61% | 1.64 CHF | 1.67 CHF | 40,000 | 7,500 | 40,000 | 7,500 | 65,185 CHF | 12,420 CHF | 100.00% | 100.00% |