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 | 1.45% | 1.79 CHF | 1.82 CHF | 30,000 | 7,500 | 30,000 | 7,500 | 56,554 CHF | 14,345 CHF | 95.22% | 95.22% |
12/07/2024 | 1.45% | 1.92 CHF | 1.95 CHF | 30,000 | 7,500 | 30,000 | 7,500 | 58,385 CHF | 14,809 CHF | 98.85% | 98.85% |
11/07/2024 | 1.40% | 1.89 CHF | 1.92 CHF | 30,000 | 7,500 | 30,000 | 7,500 | 56,604 CHF | 14,350 CHF | 97.35% | 97.35% |
10/07/2024 | 1.55% | 1.73 CHF | 1.76 CHF | 30,000 | 7,500 | 30,315 | 7,500 | 51,693 CHF | 12,994 CHF | 100.00% | 100.00% |
09/07/2024 | 1.56% | 1.73 CHF | 1.76 CHF | 30,000 | 7,500 | 30,016 | 7,500 | 51,181 CHF | 12,990 CHF | 100.00% | 100.00% |
08/07/2024 | 1.59% | 1.69 CHF | 1.72 CHF | 30,000 | 7,500 | 30,871 | 7,500 | 51,928 CHF | 12,824 CHF | 99.80% | 99.80% |
05/07/2024 | 1.59% | 1.67 CHF | 1.70 CHF | 30,000 | 7,500 | 34,471 | 7,500 | 57,143 CHF | 12,653 CHF | 98.81% | 98.81% |
04/07/2024 | 1.66% | 1.63 CHF | 1.66 CHF | 40,000 | 7,500 | 40,000 | 7,500 | 64,588 CHF | 12,314 CHF | 100.00% | 100.00% |
03/07/2024 | 1.69% | 1.50 CHF | 1.52 CHF | 40,000 | 7,500 | 40,000 | 7,500 | 59,911 CHF | 11,424 CHF | 99.73% | 99.73% |
02/07/2024 | 1.79% | 1.47 CHF | 1.49 CHF | 40,000 | 7,500 | 40,000 | 7,500 | 58,251 CHF | 11,119 CHF | 100.00% | 100.00% |