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 | 1.42% | 2.14 CHF | 2.17 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 84,151 CHF | 85,351 CHF | 100.00% | 100.00% |
12/07/2024 | 1.44% | 2.15 CHF | 2.18 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 82,710 CHF | 83,910 CHF | 100.00% | 100.00% |
11/07/2024 | 1.21% | 2.34 CHF | 2.37 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 98,691 CHF | 99,891 CHF | 99.99% | 99.99% |
10/07/2024 | 1.21% | 2.55 CHF | 2.58 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 98,421 CHF | 99,621 CHF | 100.00% | 100.00% |
09/07/2024 | 1.38% | 2.15 CHF | 2.18 CHF | 40,000 | 40,000 | 39,910 | 39,910 | 86,320 CHF | 87,520 CHF | 100.00% | 100.00% |
08/07/2024 | 1.57% | 1.91 CHF | 1.94 CHF | 40,000 | 40,000 | 39,931 | 39,931 | 76,119 CHF | 77,319 CHF | 100.00% | 100.00% |
05/07/2024 | 1.57% | 1.93 CHF | 1.96 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 75,786 CHF | 76,986 CHF | 99.93% | 99.93% |
04/07/2024 | 1.58% | 1.88 CHF | 1.91 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 75,266 CHF | 76,466 CHF | 100.00% | 100.00% |
03/07/2024 | 1.71% | 1.75 CHF | 1.78 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 69,525 CHF | 70,725 CHF | 100.00% | 100.00% |
02/07/2024 | 2.37% | 1.51 CHF | 1.54 CHF | 50,000 | 50,000 | 45,613 | 45,613 | 66,704 CHF | 68,204 CHF | 100.00% | 100.00% |