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 | 1.95% | 1.30 CHF | 1.33 CHF | 40,000 | 7,500 | 40,000 | 7,500 | 56,073 CHF | 10,721 CHF | 95.20% | 95.20% |
12/07/2024 | 1.88% | 1.44 CHF | 1.47 CHF | 40,000 | 7,500 | 40,000 | 7,500 | 58,640 CHF | 11,204 CHF | 99.01% | 99.01% |
11/07/2024 | 1.89% | 1.41 CHF | 1.43 CHF | 40,000 | 7,500 | 40,000 | 7,500 | 55,957 CHF | 10,692 CHF | 95.83% | 95.83% |
10/07/2024 | 2.19% | 1.23 CHF | 1.26 CHF | 50,000 | 7,500 | 50,000 | 7,500 | 60,383 CHF | 9,258 CHF | 100.00% | 100.00% |
09/07/2024 | 2.18% | 1.24 CHF | 1.26 CHF | 50,000 | 7,500 | 49,520 | 7,500 | 59,841 CHF | 9,266 CHF | 100.00% | 100.00% |
08/07/2024 | 2.26% | 1.20 CHF | 1.23 CHF | 50,000 | 7,500 | 50,000 | 7,500 | 59,726 CHF | 9,163 CHF | 99.59% | 99.59% |
05/07/2024 | 2.26% | 1.18 CHF | 1.21 CHF | 50,000 | 7,500 | 50,000 | 7,500 | 58,423 CHF | 8,964 CHF | 98.81% | 98.81% |
04/07/2024 | 2.34% | 1.14 CHF | 1.17 CHF | 50,000 | 7,500 | 50,000 | 7,500 | 56,094 CHF | 8,613 CHF | 100.00% | 100.00% |
03/07/2024 | 2.61% | 1.00 CHF | 1.02 CHF | 50,000 | 7,500 | 53,266 | 7,500 | 53,157 CHF | 7,701 CHF | 99.73% | 99.73% |
02/07/2024 | 2.70% | 0.97 CHF | 1.00 CHF | 60,000 | 7,500 | 60,000 | 7,500 | 57,539 CHF | 7,389 CHF | 99.16% | 99.16% |