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 | 1.50% | 1.74 CHF | 1.76 CHF | 30,000 | 7,500 | 30,000 | 7,500 | 55,010 CHF | 13,961 CHF | 92.97% | 92.97% |
12/07/2024 | 1.46% | 1.87 CHF | 1.90 CHF | 30,000 | 7,500 | 30,000 | 7,500 | 56,939 CHF | 14,445 CHF | 99.01% | 99.01% |
11/07/2024 | 1.50% | 1.84 CHF | 1.87 CHF | 30,000 | 7,500 | 30,000 | 7,500 | 55,053 CHF | 13,971 CHF | 97.35% | 97.35% |
10/07/2024 | 1.57% | 1.67 CHF | 1.70 CHF | 30,000 | 7,500 | 39,058 | 7,500 | 64,338 CHF | 12,554 CHF | 100.00% | 100.00% |
09/07/2024 | 1.59% | 1.68 CHF | 1.70 CHF | 30,000 | 7,500 | 38,108 | 7,500 | 62,750 CHF | 12,559 CHF | 100.00% | 100.00% |
08/07/2024 | 1.67% | 1.64 CHF | 1.67 CHF | 40,000 | 7,500 | 39,930 | 7,500 | 65,190 CHF | 12,451 CHF | 99.80% | 99.80% |
05/07/2024 | 1.60% | 1.62 CHF | 1.65 CHF | 40,000 | 7,500 | 40,000 | 7,500 | 64,402 CHF | 12,270 CHF | 98.81% | 98.81% |
04/07/2024 | 1.71% | 1.58 CHF | 1.61 CHF | 40,000 | 7,500 | 40,000 | 7,500 | 62,510 CHF | 11,923 CHF | 100.00% | 100.00% |
03/07/2024 | 1.85% | 1.44 CHF | 1.47 CHF | 40,000 | 7,500 | 40,000 | 7,500 | 57,650 CHF | 11,011 CHF | 99.73% | 99.73% |
02/07/2024 | 1.87% | 1.41 CHF | 1.44 CHF | 40,000 | 7,500 | 40,000 | 7,500 | 55,967 CHF | 10,692 CHF | 100.00% | 100.00% |