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 | 1.78% | 1.70 CHF | 1.73 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 66,736 CHF | 67,936 CHF | 99.99% | 99.99% |
12/07/2024 | 1.82% | 1.71 CHF | 1.74 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 65,485 CHF | 66,685 CHF | 100.00% | 100.00% |
11/07/2024 | 1.48% | 1.89 CHF | 1.92 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 80,579 CHF | 81,779 CHF | 100.00% | 100.00% |
10/07/2024 | 1.49% | 2.10 CHF | 2.13 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 80,107 CHF | 81,307 CHF | 100.00% | 100.00% |
09/07/2024 | 1.73% | 1.72 CHF | 1.75 CHF | 40,000 | 40,000 | 39,910 | 39,910 | 68,795 CHF | 69,995 CHF | 100.00% | 100.00% |
08/07/2024 | 2.01% | 1.49 CHF | 1.52 CHF | 40,000 | 40,000 | 39,930 | 39,930 | 59,250 CHF | 60,450 CHF | 100.00% | 100.00% |
05/07/2024 | 2.02% | 1.50 CHF | 1.53 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 73,582 CHF | 75,082 CHF | 99.92% | 99.92% |
04/07/2024 | 2.04% | 1.46 CHF | 1.49 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 72,930 CHF | 74,430 CHF | 100.00% | 100.00% |
03/07/2024 | 2.23% | 1.34 CHF | 1.37 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 66,615 CHF | 68,115 CHF | 100.00% | 100.00% |
02/07/2024 | 3.18% | 1.13 CHF | 1.16 CHF | 60,000 | 60,000 | 54,737 | 54,737 | 59,357 CHF | 61,157 CHF | 100.00% | 100.00% |