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 | 2.55% | 1.20 CHF | 1.23 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 30,703 CHF | 31,496 CHF | 98.73% | 98.73% |
12/07/2024 | 2.66% | 1.22 CHF | 1.26 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 29,689 CHF | 30,489 CHF | 99.38% | 99.38% |
11/07/2024 | 2.46% | 1.23 CHF | 1.26 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 30,155 CHF | 30,905 CHF | 99.16% | 99.16% |
10/07/2024 | 2.53% | 1.19 CHF | 1.22 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 29,279 CHF | 30,029 CHF | 94.20% | 94.20% |
09/07/2024 | 2.51% | 1.15 CHF | 1.18 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 29,561 CHF | 30,311 CHF | 100.00% | 100.00% |
08/07/2024 | 2.67% | 1.19 CHF | 1.22 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 30,054 CHF | 30,867 CHF | 90.51% | 90.51% |
05/07/2024 | 2.32% | 1.16 CHF | 1.20 CHF | 25,000 | 25,000 | 43,559 | 43,559 | 49,702 CHF | 50,816 CHF | 99.62% | 99.62% |
04/07/2024 | 1.89% | 1.11 CHF | 1.14 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 55,372 CHF | 56,431 CHF | 100.00% | 100.00% |
03/07/2024 | 1.98% | 1.09 CHF | 1.11 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 53,995 CHF | 55,075 CHF | 99.73% | 99.73% |
02/07/2024 | 2.28% | 1.02 CHF | 1.04 CHF | 50,000 | 50,000 | 50,682 | 50,000 | 51,135 CHF | 51,626 CHF | 100.00% | 100.00% |