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 | 1.78% | 1.44 CHF | 1.47 CHF | 40,000 | 7,500 | 40,000 | 7,500 | 61,174 CHF | 11,677 CHF | 92.96% | 92.96% |
12/07/2024 | 1.69% | 1.56 CHF | 1.59 CHF | 40,000 | 7,500 | 40,000 | 7,500 | 63,576 CHF | 12,124 CHF | 99.01% | 99.01% |
11/07/2024 | 1.76% | 1.54 CHF | 1.57 CHF | 40,000 | 7,500 | 40,000 | 7,500 | 61,302 CHF | 11,699 CHF | 97.05% | 97.05% |
10/07/2024 | 1.27% | 1.39 CHF | 1.40 CHF | 40,000 | 7,500 | 40,000 | 7,500 | 54,510 CHF | 10,352 CHF | 100.00% | 100.00% |
09/07/2024 | 1.20% | 1.39 CHF | 1.41 CHF | 40,000 | 7,500 | 40,000 | 7,500 | 54,520 CHF | 10,346 CHF | 100.00% | 100.00% |
08/07/2024 | 1.27% | 1.35 CHF | 1.36 CHF | 40,000 | 7,500 | 40,000 | 7,500 | 53,588 CHF | 10,176 CHF | 99.77% | 99.77% |
05/07/2024 | 1.32% | 1.33 CHF | 1.35 CHF | 40,000 | 7,500 | 40,000 | 7,500 | 52,749 CHF | 10,021 CHF | 98.81% | 98.81% |
04/07/2024 | 1.26% | 1.29 CHF | 1.31 CHF | 40,000 | 7,500 | 40,836 | 7,500 | 52,096 CHF | 9,701 CHF | 100.00% | 100.00% |
03/07/2024 | 1.29% | 1.17 CHF | 1.18 CHF | 50,000 | 7,500 | 50,000 | 7,500 | 58,449 CHF | 8,881 CHF | 99.73% | 99.73% |
02/07/2024 | 1.39% | 1.14 CHF | 1.16 CHF | 50,000 | 7,500 | 50,000 | 7,500 | 56,554 CHF | 8,602 CHF | 100.00% | 100.00% |