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 | 1.38% | 1.93 CHF | 1.95 CHF | 30,000 | 7,500 | 30,000 | 7,500 | 60,746 CHF | 15,397 CHF | 92.98% | 92.98% |
12/07/2024 | 1.31% | 2.06 CHF | 2.09 CHF | 30,000 | 7,500 | 30,000 | 7,500 | 62,704 CHF | 15,883 CHF | 99.01% | 99.01% |
11/07/2024 | 1.32% | 2.03 CHF | 2.06 CHF | 30,000 | 7,500 | 30,000 | 7,500 | 60,805 CHF | 15,403 CHF | 97.35% | 97.35% |
10/07/2024 | 1.45% | 1.86 CHF | 1.89 CHF | 30,000 | 7,500 | 30,000 | 7,500 | 55,049 CHF | 13,963 CHF | 100.00% | 100.00% |
09/07/2024 | 1.45% | 1.86 CHF | 1.89 CHF | 30,000 | 7,500 | 30,000 | 7,500 | 55,059 CHF | 13,967 CHF | 100.00% | 100.00% |
08/07/2024 | 1.50% | 1.83 CHF | 1.86 CHF | 30,000 | 7,500 | 30,000 | 7,500 | 54,607 CHF | 13,858 CHF | 99.80% | 99.80% |
05/07/2024 | 1.48% | 1.81 CHF | 1.83 CHF | 30,000 | 7,500 | 30,000 | 7,500 | 53,878 CHF | 13,670 CHF | 98.81% | 98.81% |
04/07/2024 | 1.47% | 1.77 CHF | 1.79 CHF | 30,000 | 7,500 | 30,425 | 7,500 | 53,157 CHF | 13,308 CHF | 100.00% | 100.00% |
03/07/2024 | 1.61% | 1.62 CHF | 1.65 CHF | 40,000 | 7,500 | 39,372 | 7,500 | 63,901 CHF | 12,376 CHF | 99.73% | 99.73% |
02/07/2024 | 1.68% | 1.59 CHF | 1.62 CHF | 40,000 | 7,500 | 40,000 | 7,500 | 63,197 CHF | 12,050 CHF | 100.00% | 100.00% |