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 | 1.75% | 0.82 CHF | 0.84 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 62,801 CHF | 63,909 CHF | 98.73% | 98.73% |
12/07/2024 | 3.12% | 0.86 CHF | 0.88 CHF | 37,500 | 37,500 | 37,500 | 37,500 | 31,292 CHF | 32,281 CHF | 99.38% | 99.38% |
11/07/2024 | 2.90% | 0.84 CHF | 0.87 CHF | 37,500 | 37,500 | 37,500 | 37,500 | 33,613 CHF | 34,600 CHF | 98.53% | 98.53% |
10/07/2024 | 1.30% | 1.22 CHF | 1.24 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 89,075 CHF | 90,243 CHF | 100.00% | 100.00% |
09/07/2024 | 1.38% | 1.18 CHF | 1.20 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 87,504 CHF | 88,719 CHF | 100.00% | 100.00% |
08/07/2024 | 1.40% | 1.11 CHF | 1.13 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 85,545 CHF | 86,748 CHF | 100.00% | 100.00% |
05/07/2024 | 1.40% | 1.10 CHF | 1.12 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 83,344 CHF | 84,522 CHF | 99.62% | 99.62% |
04/07/2024 | 1.32% | 1.11 CHF | 1.13 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 83,641 CHF | 84,749 CHF | 100.00% | 100.00% |
03/07/2024 | 1.60% | 1.11 CHF | 1.13 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 81,932 CHF | 83,258 CHF | 97.55% | 97.55% |
02/07/2024 | 1.44% | 1.08 CHF | 1.10 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 78,823 CHF | 79,965 CHF | 100.00% | 100.00% |