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 | 1.86% | 1.37 CHF | 1.40 CHF | 40,000 | 7,500 | 40,000 | 7,500 | 58,481 CHF | 11,171 CHF | 95.21% | 95.21% |
12/07/2024 | 1.80% | 1.50 CHF | 1.52 CHF | 40,000 | 7,500 | 40,000 | 7,500 | 60,936 CHF | 11,633 CHF | 99.01% | 99.01% |
11/07/2024 | 1.82% | 1.47 CHF | 1.50 CHF | 40,000 | 7,500 | 40,000 | 7,500 | 58,534 CHF | 11,177 CHF | 97.00% | 97.00% |
10/07/2024 | 2.07% | 1.31 CHF | 1.34 CHF | 40,000 | 7,500 | 40,315 | 7,500 | 51,790 CHF | 9,840 CHF | 100.00% | 100.00% |
09/07/2024 | 2.07% | 1.31 CHF | 1.34 CHF | 40,000 | 7,500 | 40,000 | 7,500 | 51,445 CHF | 9,848 CHF | 100.00% | 100.00% |
08/07/2024 | 2.07% | 1.28 CHF | 1.31 CHF | 40,000 | 7,500 | 40,521 | 7,500 | 51,568 CHF | 9,748 CHF | 99.80% | 99.80% |
05/07/2024 | 2.07% | 1.26 CHF | 1.29 CHF | 40,000 | 7,500 | 43,010 | 7,500 | 53,712 CHF | 9,578 CHF | 98.81% | 98.81% |
04/07/2024 | 1.93% | 1.23 CHF | 1.25 CHF | 50,000 | 7,500 | 50,000 | 7,500 | 60,393 CHF | 9,236 CHF | 100.00% | 100.00% |
03/07/2024 | 1.52% | 1.09 CHF | 1.11 CHF | 50,000 | 7,500 | 50,000 | 7,500 | 54,722 CHF | 8,334 CHF | 99.73% | 99.73% |
02/07/2024 | 1.53% | 1.07 CHF | 1.08 CHF | 50,000 | 7,500 | 50,000 | 7,500 | 52,807 CHF | 8,043 CHF | 100.00% | 100.00% |