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 | 2.15% | 1.62 CHF | 1.63 CHF | 40,000 | 10,000 | 39,761 | 5,908 | 61,864 CHF | 9,427 CHF | 88.30% | 88.30% |
12/07/2024 | 2.66% | 1.52 CHF | 1.53 CHF | 40,000 | 10,000 | 42,504 | 5,818 | 54,824 CHF | 7,852 CHF | 98.63% | 98.63% |
11/07/2024 | 2.50% | 1.45 CHF | 1.46 CHF | 40,000 | 10,000 | 40,000 | 5,807 | 54,682 CHF | 8,211 CHF | 99.22% | 99.22% |
10/07/2024 | 2.46% | 0.84 CHF | 0.85 CHF | 60,000 | 10,000 | 44,157 | 5,804 | 56,262 CHF | 7,366 CHF | 99.62% | 99.62% |
09/07/2024 | 1.83% | 1.38 CHF | 1.39 CHF | 40,000 | 10,000 | 31,949 | 5,804 | 56,512 CHF | 10,167 CHF | 99.62% | 99.62% |
08/07/2024 | 0.83% | 2.03 CHF | 2.04 CHF | 30,000 | 10,000 | 30,000 | 5,846 | 66,964 CHF | 12,990 CHF | 94.68% | 94.68% |
05/07/2024 | 0.84% | 2.54 CHF | 2.55 CHF | 20,000 | 10,000 | 28,550 | 5,826 | 63,952 CHF | 13,512 CHF | 98.23% | 98.23% |
04/07/2024 | 0.89% | 2.12 CHF | 2.13 CHF | 30,000 | 10,000 | 30,000 | 5,814 | 63,181 CHF | 12,337 CHF | 99.16% | 99.16% |
03/07/2024 | 1.04% | 2.15 CHF | 2.16 CHF | 30,000 | 10,000 | 30,000 | 5,812 | 54,929 CHF | 11,006 CHF | 99.60% | 99.60% |
02/07/2024 | 1.15% | 1.69 CHF | 1.70 CHF | 30,000 | 10,000 | 39,251 | 5,805 | 63,799 CHF | 9,574 CHF | 98.77% | 98.77% |