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 | 1.28% | 0.75 CHF | 0.76 CHF | 70,000 | 25,000 | 70,000 | 25,000 | 54,404 CHF | 19,680 CHF | 97.10% | 97.10% |
12/07/2024 | 1.93% | 0.86 CHF | 0.88 CHF | 12,500 | 12,500 | 12,500 | 12,500 | 10,588 CHF | 10,794 CHF | 93.60% | 93.60% |
11/07/2024 | 1.01% | 0.98 CHF | 0.99 CHF | 60,000 | 25,000 | 60,000 | 25,000 | 58,875 CHF | 24,781 CHF | 89.96% | 89.96% |
10/07/2024 | 1.02% | 0.95 CHF | 0.96 CHF | 60,000 | 25,000 | 60,000 | 25,000 | 58,476 CHF | 24,615 CHF | 94.79% | 94.79% |
09/07/2024 | 0.99% | 0.99 CHF | 1.00 CHF | 60,000 | 25,000 | 52,478 | 25,000 | 52,547 CHF | 25,297 CHF | 100.00% | 100.00% |
08/07/2024 | 1.04% | 0.97 CHF | 0.98 CHF | 60,000 | 25,000 | 60,000 | 25,000 | 57,670 CHF | 24,279 CHF | 100.00% | 100.00% |
05/07/2024 | 1.07% | 0.93 CHF | 0.94 CHF | 60,000 | 25,000 | 59,543 | 24,880 | 55,449 CHF | 23,417 CHF | 98.87% | 98.87% |
04/07/2024 | 1.12% | 0.91 CHF | 0.92 CHF | 60,000 | 25,000 | 60,000 | 25,000 | 53,298 CHF | 22,458 CHF | 100.00% | 100.00% |
03/07/2024 | 1.14% | 0.87 CHF | 0.88 CHF | 60,000 | 25,000 | 60,000 | 25,000 | 52,191 CHF | 21,996 CHF | 99.73% | 99.73% |
02/07/2024 | 1.16% | 0.87 CHF | 0.88 CHF | 60,000 | 25,000 | 60,000 | 25,000 | 51,571 CHF | 21,738 CHF | 100.00% | 100.00% |