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 | 3.78% | 1.40 CHF | 1.43 CHF | 40,000 | 25,000 | 40,000 | 13,214 | 53,923 CHF | 18,587 CHF | 99.33% | 99.33% |
12/07/2024 | 3.74% | 1.52 CHF | 1.55 CHF | 40,000 | 20,000 | 40,000 | 11,873 | 62,463 CHF | 19,099 CHF | 99.63% | 99.63% |
11/07/2024 | 3.61% | 1.73 CHF | 1.76 CHF | 30,000 | 20,000 | 37,750 | 12,234 | 60,761 CHF | 20,635 CHF | 92.56% | 92.56% |
10/07/2024 | 3.17% | 1.73 CHF | 1.76 CHF | 30,000 | 25,000 | 35,045 | 13,989 | 57,398 CHF | 23,984 CHF | 80.03% | 80.03% |
09/07/2024 | 3.49% | 1.56 CHF | 1.58 CHF | 40,000 | 25,000 | 40,000 | 13,204 | 56,866 CHF | 19,618 CHF | 99.61% | 99.61% |
08/07/2024 | 3.49% | 1.33 CHF | 1.36 CHF | 40,000 | 25,000 | 48,339 | 13,205 | 59,897 CHF | 17,018 CHF | 99.62% | 99.62% |
05/07/2024 | 3.55% | 1.26 CHF | 1.28 CHF | 40,000 | 25,000 | 40,000 | 13,263 | 51,133 CHF | 17,564 CHF | 98.32% | 98.32% |
04/07/2024 | 3.44% | 1.29 CHF | 1.32 CHF | 40,000 | 25,000 | 40,000 | 13,636 | 51,994 CHF | 18,290 CHF | 88.23% | 88.23% |
03/07/2024 | 3.49% | 1.32 CHF | 1.34 CHF | 40,000 | 25,000 | 40,000 | 13,220 | 53,421 CHF | 18,171 CHF | 99.62% | 99.62% |
02/07/2024 | 3.50% | 1.57 CHF | 1.60 CHF | 40,000 | 20,000 | 32,150 | 11,871 | 54,043 CHF | 20,500 CHF | 99.63% | 99.63% |