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 | 1.54% | 1.91 CHF | 1.94 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 48,301 CHF | 49,051 CHF | 98.73% | 98.73% |
12/07/2024 | 1.72% | 1.93 CHF | 1.96 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 47,239 CHF | 48,058 CHF | 99.38% | 99.38% |
11/07/2024 | 1.56% | 1.94 CHF | 1.97 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 47,732 CHF | 48,482 CHF | 99.16% | 99.16% |
10/07/2024 | 1.59% | 1.89 CHF | 1.92 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 46,854 CHF | 47,604 CHF | 94.20% | 94.20% |
09/07/2024 | 1.68% | 1.85 CHF | 1.88 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 47,116 CHF | 47,916 CHF | 100.00% | 100.00% |
08/07/2024 | 1.75% | 1.89 CHF | 1.92 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 47,617 CHF | 48,456 CHF | 90.51% | 90.51% |
05/07/2024 | 1.66% | 1.87 CHF | 1.90 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 46,075 CHF | 46,848 CHF | 99.62% | 99.62% |
04/07/2024 | 1.65% | 1.81 CHF | 1.84 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 45,090 CHF | 45,840 CHF | 100.00% | 100.00% |
03/07/2024 | 1.68% | 1.78 CHF | 1.81 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 44,401 CHF | 45,151 CHF | 99.73% | 99.73% |
02/07/2024 | 1.74% | 1.72 CHF | 1.75 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 42,680 CHF | 43,430 CHF | 100.00% | 100.00% |