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 | 0.78% | 2.13 CHF | 2.15 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 104,953 CHF | 105,772 CHF | 98.07% | 98.07% |
12/07/2024 | 0.82% | 2.16 CHF | 2.18 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 108,816 CHF | 109,716 CHF | 98.95% | 98.95% |
11/07/2024 | 0.78% | 2.17 CHF | 2.19 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 106,625 CHF | 107,462 CHF | 97.16% | 97.16% |
10/07/2024 | 0.83% | 2.18 CHF | 2.20 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 111,249 CHF | 112,172 CHF | 100.00% | 100.00% |
09/07/2024 | 0.81% | 2.17 CHF | 2.19 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 108,281 CHF | 109,166 CHF | 100.00% | 100.00% |
08/07/2024 | 0.85% | 2.21 CHF | 2.23 CHF | 50,000 | 50,000 | 49,708 | 49,708 | 115,506 CHF | 116,489 CHF | 100.00% | 100.00% |
05/07/2024 | 1.54% | 2.55 CHF | 2.59 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 62,500 CHF | 63,474 CHF | 99.17% | 99.17% |
04/07/2024 | 1.55% | 2.49 CHF | 2.53 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 63,007 CHF | 63,991 CHF | 100.00% | 100.00% |
03/07/2024 | 1.49% | 2.61 CHF | 2.65 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 65,216 CHF | 66,197 CHF | 99.72% | 99.72% |
02/07/2024 | 1.27% | 2.48 CHF | 2.52 CHF | 37,500 | 37,500 | 43,644 | 43,644 | 110,333 CHF | 111,657 CHF | 90.61% | 90.61% |