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 | 2.59% | 1.02 CHF | 1.05 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 26,136 CHF | 26,822 CHF | 99.72% | 99.72% |
12/07/2024 | 2.16% | 1.08 CHF | 1.10 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 26,789 CHF | 27,372 CHF | 99.01% | 99.01% |
11/07/2024 | 2.55% | 1.07 CHF | 1.10 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 26,115 CHF | 26,788 CHF | 99.08% | 99.08% |
10/07/2024 | 2.31% | 1.07 CHF | 1.10 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 26,538 CHF | 27,156 CHF | 100.00% | 100.00% |
09/07/2024 | 2.22% | 1.06 CHF | 1.09 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 26,175 CHF | 26,763 CHF | 100.00% | 100.00% |
08/07/2024 | 2.44% | 1.05 CHF | 1.07 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 25,051 CHF | 25,669 CHF | 100.00% | 100.00% |
05/07/2024 | 2.69% | 0.98 CHF | 1.01 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 23,783 CHF | 24,432 CHF | 95.71% | 95.71% |
04/07/2024 | 2.74% | 0.95 CHF | 0.97 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 22,313 CHF | 22,929 CHF | 98.19% | 98.19% |
03/07/2024 | 2.14% | 0.61 CHF | 0.63 CHF | 90,000 | 50,000 | 88,841 | 50,000 | 54,790 CHF | 31,511 CHF | 100.00% | 100.00% |
02/07/2024 | 2.28% | 0.61 CHF | 0.62 CHF | 90,000 | 50,000 | 91,835 | 50,000 | 51,870 CHF | 28,921 CHF | 100.00% | 100.00% |