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 | 2.14% | 1.89 CHF | 1.93 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 56,828 CHF | 48,382 CHF | 98.73% | 98.73% |
12/07/2024 | 2.07% | 1.96 CHF | 2.01 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 62,685 CHF | 53,330 CHF | 99.38% | 99.38% |
11/07/2024 | 2.15% | 2.15 CHF | 2.20 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 68,093 CHF | 57,978 CHF | 94.94% | 94.94% |
10/07/2024 | 1.93% | 2.49 CHF | 2.54 CHF | 30,000 | 20,000 | 20,240 | 20,000 | 51,846 CHF | 52,252 CHF | 99.31% | 99.31% |
09/07/2024 | 2.78% | 2.49 CHF | 2.56 CHF | 12,500 | 12,500 | 13,714 | 13,391 | 32,194 CHF | 32,278 CHF | 99.84% | 99.84% |
08/07/2024 | 1.36% | 2.37 CHF | 2.41 CHF | 30,000 | 20,000 | 28,689 | 20,000 | 68,702 CHF | 48,709 CHF | 98.99% | 98.99% |
05/07/2024 | 1.17% | 2.76 CHF | 2.79 CHF | 20,000 | 20,000 | 20,014 | 20,000 | 52,188 CHF | 52,768 CHF | 99.45% | 99.45% |
04/07/2024 | 1.30% | 2.65 CHF | 2.69 CHF | 20,000 | 20,000 | 20,001 | 20,000 | 54,087 CHF | 54,791 CHF | 98.25% | 98.25% |
03/07/2024 | 1.33% | 2.95 CHF | 2.99 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 61,710 CHF | 62,535 CHF | 99.31% | 99.31% |
02/07/2024 | 1.01% | 3.36 CHF | 3.40 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 70,069 CHF | 70,781 CHF | 93.41% | 93.41% |