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 | 0.82% | 1.20 CHF | 1.21 CHF | 50,000 | 25,000 | 49,881 | 25,000 | 60,818 CHF | 30,733 CHF | 97.10% | 97.10% |
12/07/2024 | 0.82% | 1.24 CHF | 1.25 CHF | 50,000 | 25,000 | 50,000 | 25,000 | 61,053 CHF | 30,777 CHF | 99.01% | 99.01% |
11/07/2024 | 0.79% | 1.26 CHF | 1.27 CHF | 40,000 | 25,000 | 42,542 | 25,000 | 53,280 CHF | 31,580 CHF | 99.09% | 99.09% |
10/07/2024 | 0.81% | 1.24 CHF | 1.25 CHF | 50,000 | 25,000 | 50,000 | 25,000 | 61,828 CHF | 31,164 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 1.24 CHF | 1.25 CHF | 50,000 | 25,000 | 43,671 | 25,000 | 54,569 CHF | 31,511 CHF | 100.00% | 100.00% |
08/07/2024 | 0.77% | 1.27 CHF | 1.28 CHF | 40,000 | 25,000 | 40,000 | 25,000 | 51,489 CHF | 32,431 CHF | 100.00% | 100.00% |
05/07/2024 | 0.76% | 1.31 CHF | 1.32 CHF | 40,000 | 25,000 | 40,000 | 25,000 | 52,150 CHF | 32,844 CHF | 61.81% | 61.81% |
04/07/2024 | 1.29% | 1.26 CHF | 1.27 CHF | 40,000 | 25,000 | 14,546 | 13,430 | 18,184 CHF | 17,001 CHF | 100.00% | 100.00% |
03/07/2024 | 1.39% | 1.28 CHF | 1.29 CHF | 12,500 | 12,500 | 12,500 | 12,500 | 15,953 CHF | 16,175 CHF | 99.73% | 99.73% |
02/07/2024 | 1.42% | 1.24 CHF | 1.26 CHF | 12,500 | 12,500 | 12,500 | 12,500 | 15,340 CHF | 15,560 CHF | 100.00% | 100.00% |