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 | 1.07% | 1.51 CHF | 1.53 CHF | 40,000 | 7,500 | 38,872 | 7,500 | 62,562 CHF | 12,215 CHF | 92.97% | 92.97% |
12/07/2024 | 1.04% | 1.65 CHF | 1.67 CHF | 40,000 | 7,500 | 33,386 | 7,500 | 55,996 CHF | 12,737 CHF | 99.01% | 99.01% |
11/07/2024 | 1.03% | 1.62 CHF | 1.64 CHF | 40,000 | 7,500 | 39,690 | 7,500 | 63,713 CHF | 12,168 CHF | 96.59% | 96.59% |
10/07/2024 | 1.19% | 1.44 CHF | 1.45 CHF | 40,000 | 7,500 | 40,000 | 7,500 | 56,231 CHF | 10,669 CHF | 100.00% | 100.00% |
09/07/2024 | 1.17% | 1.44 CHF | 1.45 CHF | 40,000 | 7,500 | 40,000 | 7,500 | 56,271 CHF | 10,675 CHF | 100.00% | 100.00% |
08/07/2024 | 1.17% | 1.40 CHF | 1.42 CHF | 40,000 | 7,500 | 40,000 | 7,500 | 55,662 CHF | 10,559 CHF | 99.80% | 99.80% |
05/07/2024 | 1.17% | 1.38 CHF | 1.39 CHF | 40,000 | 7,500 | 40,000 | 7,500 | 54,651 CHF | 10,368 CHF | 98.81% | 98.81% |
04/07/2024 | 1.34% | 1.33 CHF | 1.35 CHF | 40,000 | 7,500 | 40,652 | 7,500 | 53,250 CHF | 9,969 CHF | 100.00% | 100.00% |
03/07/2024 | 1.29% | 1.17 CHF | 1.19 CHF | 50,000 | 7,500 | 49,923 | 7,500 | 58,686 CHF | 8,932 CHF | 99.73% | 99.73% |
02/07/2024 | 1.39% | 1.14 CHF | 1.16 CHF | 50,000 | 7,500 | 50,000 | 7,500 | 56,390 CHF | 8,577 CHF | 99.41% | 99.41% |