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 | 2.21% | 1.50 CHF | 1.52 CHF | 100,000 | 100,000 | 53,035 | 37,381 | 83,307 CHF | 59,298 CHF | 99.26% | 99.26% |
12/07/2024 | 2.23% | 1.58 CHF | 1.60 CHF | 100,000 | 100,000 | 53,034 | 37,378 | 83,838 CHF | 60,208 CHF | 99.66% | 99.66% |
11/07/2024 | 1.24% | 1.55 CHF | 1.56 CHF | 100,000 | 100,000 | 53,088 | 37,451 | 76,709 CHF | 55,147 CHF | 99.23% | 99.23% |
10/07/2024 | 2.43% | 1.45 CHF | 1.47 CHF | 100,000 | 100,000 | 53,042 | 37,390 | 76,605 CHF | 55,025 CHF | 99.59% | 99.59% |
09/07/2024 | 2.42% | 1.45 CHF | 1.47 CHF | 100,000 | 100,000 | 53,032 | 37,376 | 76,663 CHF | 54,913 CHF | 99.65% | 99.65% |
08/07/2024 | 1.22% | 1.47 CHF | 1.48 CHF | 100,000 | 100,000 | 52,973 | 37,297 | 77,566 CHF | 55,513 CHF | 99.53% | 99.53% |
05/07/2024 | 2.23% | 1.45 CHF | 1.47 CHF | 100,000 | 100,000 | 53,207 | 37,609 | 82,271 CHF | 58,479 CHF | 98.34% | 98.34% |
04/07/2024 | 2.44% | 1.60 CHF | 1.64 CHF | 40,000 | 20,000 | 40,000 | 20,000 | 64,780 CHF | 33,190 CHF | 99.17% | 99.17% |
03/07/2024 | 2.13% | 1.65 CHF | 1.67 CHF | 100,000 | 100,000 | 51,975 | 37,372 | 86,426 CHF | 63,414 CHF | 99.65% | 99.65% |
02/07/2024 | 1.97% | 1.74 CHF | 1.76 CHF | 100,000 | 100,000 | 45,203 | 37,374 | 80,743 CHF | 67,801 CHF | 99.65% | 99.65% |