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 | 0.66% | 1.58 CHF | 1.59 CHF | 40,000 | 20,000 | 40,000 | 20,000 | 60,325 CHF | 30,363 CHF | 97.10% | 97.10% |
12/07/2024 | 0.67% | 1.54 CHF | 1.55 CHF | 40,000 | 10,000 | 40,000 | 10,000 | 59,450 CHF | 14,963 CHF | 99.01% | 99.01% |
11/07/2024 | 0.68% | 1.40 CHF | 1.41 CHF | 40,000 | 20,000 | 40,000 | 20,000 | 58,750 CHF | 29,575 CHF | 99.08% | 99.08% |
10/07/2024 | 0.65% | 1.56 CHF | 1.57 CHF | 40,000 | 20,000 | 40,000 | 20,000 | 61,233 CHF | 30,817 CHF | 100.00% | 100.00% |
09/07/2024 | 0.68% | 1.52 CHF | 1.53 CHF | 40,000 | 20,000 | 40,000 | 20,000 | 58,908 CHF | 29,654 CHF | 100.00% | 100.00% |
08/07/2024 | 0.70% | 1.50 CHF | 1.51 CHF | 40,000 | 10,000 | 40,000 | 10,000 | 57,208 CHF | 14,402 CHF | 100.00% | 100.00% |
05/07/2024 | 0.71% | 1.40 CHF | 1.41 CHF | 40,000 | 20,000 | 40,000 | 20,000 | 56,196 CHF | 28,298 CHF | 98.86% | 98.86% |
04/07/2024 | 0.66% | 1.50 CHF | 1.51 CHF | 40,000 | 20,000 | 40,000 | 20,000 | 60,369 CHF | 30,384 CHF | 100.00% | 100.00% |
03/07/2024 | 0.61% | 1.65 CHF | 1.66 CHF | 40,000 | 20,000 | 38,717 | 20,000 | 63,698 CHF | 33,122 CHF | 82.74% | 82.74% |
02/07/2024 | 0.56% | 1.71 CHF | 1.72 CHF | 30,000 | 20,000 | 30,000 | 20,000 | 53,384 CHF | 35,790 CHF | 99.14% | 99.14% |