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 | 1.95% | 1.49 CHF | 1.52 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 60,806 CHF | 62,006 CHF | 100.00% | 100.00% |
12/07/2024 | 2.01% | 1.51 CHF | 1.54 CHF | 40,000 | 40,000 | 39,999 | 39,999 | 59,237 CHF | 60,437 CHF | 100.00% | 100.00% |
11/07/2024 | 1.98% | 1.52 CHF | 1.55 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 59,919 CHF | 61,119 CHF | 100.00% | 100.00% |
10/07/2024 | 2.03% | 1.49 CHF | 1.52 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 58,626 CHF | 59,826 CHF | 100.00% | 100.00% |
09/07/2024 | 2.02% | 1.45 CHF | 1.48 CHF | 40,000 | 40,000 | 39,856 | 39,856 | 58,877 CHF | 60,077 CHF | 99.74% | 99.74% |
08/07/2024 | 1.99% | 1.49 CHF | 1.52 CHF | 40,000 | 40,000 | 39,933 | 39,933 | 59,795 CHF | 60,995 CHF | 99.27% | 99.27% |
05/07/2024 | 2.06% | 1.46 CHF | 1.49 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 57,588 CHF | 58,788 CHF | 100.00% | 100.00% |
04/07/2024 | 2.11% | 1.41 CHF | 1.44 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 56,227 CHF | 57,427 CHF | 99.61% | 99.61% |
03/07/2024 | 2.15% | 1.39 CHF | 1.42 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 55,273 CHF | 56,473 CHF | 100.00% | 100.00% |
02/07/2024 | 2.25% | 1.33 CHF | 1.36 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 52,709 CHF | 53,909 CHF | 100.00% | 100.00% |