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 | 2.09% | 1.11 CHF | 1.14 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 28,469 CHF | 29,072 CHF | 99.72% | 99.72% |
12/07/2024 | 2.23% | 1.17 CHF | 1.20 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 29,039 CHF | 29,692 CHF | 99.01% | 99.01% |
11/07/2024 | 2.35% | 1.16 CHF | 1.19 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 28,365 CHF | 29,038 CHF | 99.09% | 99.09% |
10/07/2024 | 2.13% | 1.16 CHF | 1.19 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 28,788 CHF | 29,406 CHF | 100.00% | 100.00% |
09/07/2024 | 2.05% | 1.15 CHF | 1.18 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 28,425 CHF | 29,013 CHF | 100.00% | 100.00% |
08/07/2024 | 2.24% | 1.14 CHF | 1.16 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 27,301 CHF | 27,919 CHF | 100.00% | 100.00% |
05/07/2024 | 2.46% | 1.07 CHF | 1.10 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 26,033 CHF | 26,682 CHF | 95.71% | 95.71% |
04/07/2024 | 2.49% | 1.04 CHF | 1.06 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 24,563 CHF | 25,179 CHF | 98.19% | 98.19% |
03/07/2024 | 1.87% | 0.70 CHF | 0.72 CHF | 80,000 | 50,000 | 78,841 | 50,000 | 55,717 CHF | 36,011 CHF | 100.00% | 100.00% |
02/07/2024 | 1.97% | 0.70 CHF | 0.71 CHF | 80,000 | 50,000 | 80,706 | 50,000 | 52,868 CHF | 33,421 CHF | 100.00% | 100.00% |