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 | 0.83% | 1.18 CHF | 1.19 CHF | 50,000 | 25,000 | 49,995 | 25,000 | 60,276 CHF | 30,391 CHF | 97.10% | 97.10% |
12/07/2024 | 0.83% | 1.22 CHF | 1.23 CHF | 50,000 | 25,000 | 50,000 | 25,000 | 60,337 CHF | 30,419 CHF | 99.01% | 99.01% |
11/07/2024 | 0.80% | 1.25 CHF | 1.26 CHF | 40,000 | 25,000 | 46,685 | 25,000 | 57,896 CHF | 31,274 CHF | 99.09% | 99.09% |
10/07/2024 | 0.82% | 1.22 CHF | 1.23 CHF | 50,000 | 25,000 | 50,000 | 25,000 | 61,063 CHF | 30,782 CHF | 100.00% | 100.00% |
09/07/2024 | 0.81% | 1.23 CHF | 1.24 CHF | 50,000 | 25,000 | 48,303 | 25,000 | 59,646 CHF | 31,134 CHF | 100.00% | 100.00% |
08/07/2024 | 0.78% | 1.25 CHF | 1.26 CHF | 40,000 | 25,000 | 40,000 | 25,000 | 50,846 CHF | 32,029 CHF | 100.00% | 100.00% |
05/07/2024 | 0.77% | 1.30 CHF | 1.31 CHF | 40,000 | 25,000 | 40,000 | 25,000 | 51,541 CHF | 32,463 CHF | 61.81% | 61.81% |
04/07/2024 | 1.34% | 1.24 CHF | 1.25 CHF | 50,000 | 25,000 | 15,289 | 13,430 | 18,901 CHF | 16,812 CHF | 100.00% | 100.00% |
03/07/2024 | 1.37% | 1.26 CHF | 1.28 CHF | 12,500 | 12,500 | 12,500 | 12,500 | 15,769 CHF | 15,986 CHF | 99.73% | 99.73% |
02/07/2024 | 1.44% | 1.22 CHF | 1.24 CHF | 12,500 | 12,500 | 12,500 | 12,500 | 15,159 CHF | 15,379 CHF | 100.00% | 100.00% |