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 | 1.86% | 1.76 CHF | 1.79 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 44,616 CHF | 45,453 CHF | 98.73% | 98.73% |
12/07/2024 | 1.70% | 1.78 CHF | 1.81 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 43,647 CHF | 44,397 CHF | 99.38% | 99.38% |
11/07/2024 | 1.78% | 1.79 CHF | 1.82 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 44,072 CHF | 44,864 CHF | 99.15% | 99.15% |
10/07/2024 | 1.87% | 1.75 CHF | 1.78 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 43,133 CHF | 43,947 CHF | 94.20% | 94.20% |
09/07/2024 | 1.82% | 1.70 CHF | 1.73 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 43,416 CHF | 44,212 CHF | 100.00% | 100.00% |
08/07/2024 | 1.69% | 1.75 CHF | 1.78 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 44,012 CHF | 44,762 CHF | 90.51% | 90.51% |
05/07/2024 | 1.75% | 1.72 CHF | 1.75 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 42,438 CHF | 43,188 CHF | 99.62% | 99.62% |
04/07/2024 | 1.79% | 1.67 CHF | 1.70 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 41,466 CHF | 42,216 CHF | 100.00% | 100.00% |
03/07/2024 | 1.82% | 1.64 CHF | 1.67 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 40,787 CHF | 41,537 CHF | 99.73% | 99.73% |
02/07/2024 | 1.90% | 1.57 CHF | 1.60 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 39,063 CHF | 39,813 CHF | 100.00% | 100.00% |