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 | 1.92% | 1.61 CHF | 1.64 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 40,953 CHF | 41,746 CHF | 98.73% | 98.73% |
12/07/2024 | 1.86% | 1.63 CHF | 1.66 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 39,939 CHF | 40,689 CHF | 99.38% | 99.38% |
11/07/2024 | 1.84% | 1.64 CHF | 1.67 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 40,405 CHF | 41,155 CHF | 99.16% | 99.16% |
10/07/2024 | 1.88% | 1.60 CHF | 1.63 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 39,529 CHF | 40,279 CHF | 94.20% | 94.20% |
09/07/2024 | 1.87% | 1.56 CHF | 1.59 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 39,811 CHF | 40,561 CHF | 100.00% | 100.00% |
08/07/2024 | 2.00% | 1.60 CHF | 1.63 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 40,304 CHF | 41,117 CHF | 90.51% | 90.51% |
05/07/2024 | 2.12% | 1.57 CHF | 1.61 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 38,746 CHF | 39,575 CHF | 99.62% | 99.62% |
04/07/2024 | 1.97% | 1.52 CHF | 1.55 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 37,781 CHF | 38,531 CHF | 100.00% | 100.00% |
03/07/2024 | 2.00% | 1.49 CHF | 1.52 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 37,086 CHF | 37,836 CHF | 99.73% | 99.73% |
02/07/2024 | 2.10% | 1.43 CHF | 1.46 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 35,364 CHF | 36,114 CHF | 100.00% | 100.00% |