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% | 1.57 CHF | 1.58 CHF | 40,000 | 10,000 | 40,000 | 5,909 | 60,292 CHF | 9,137 CHF | 88.24% | 88.24% |
12/07/2024 | 2.76% | 1.47 CHF | 1.48 CHF | 40,000 | 10,000 | 47,217 | 5,821 | 58,485 CHF | 7,569 CHF | 98.51% | 98.51% |
11/07/2024 | 2.56% | 1.40 CHF | 1.41 CHF | 40,000 | 10,000 | 40,082 | 5,808 | 52,820 CHF | 7,925 CHF | 99.16% | 99.16% |
10/07/2024 | 2.54% | 0.79 CHF | 0.80 CHF | 70,000 | 10,000 | 44,952 | 5,805 | 54,743 CHF | 7,080 CHF | 99.58% | 99.58% |
09/07/2024 | 1.87% | 1.33 CHF | 1.34 CHF | 40,000 | 10,000 | 32,130 | 5,805 | 55,229 CHF | 9,882 CHF | 99.58% | 99.58% |
08/07/2024 | 0.84% | 1.98 CHF | 1.99 CHF | 30,000 | 10,000 | 30,000 | 5,848 | 65,497 CHF | 12,707 CHF | 94.63% | 94.63% |
05/07/2024 | 0.86% | 2.49 CHF | 2.50 CHF | 30,000 | 10,000 | 29,862 | 5,827 | 65,783 CHF | 13,226 CHF | 98.17% | 98.17% |
04/07/2024 | 0.91% | 2.07 CHF | 2.08 CHF | 30,000 | 10,000 | 30,000 | 5,814 | 61,691 CHF | 12,049 CHF | 99.16% | 99.16% |
03/07/2024 | 1.07% | 2.10 CHF | 2.11 CHF | 30,000 | 10,000 | 30,035 | 5,813 | 53,499 CHF | 10,720 CHF | 99.55% | 99.55% |
02/07/2024 | 1.19% | 1.64 CHF | 1.65 CHF | 40,000 | 10,000 | 39,660 | 5,808 | 62,512 CHF | 9,290 CHF | 98.56% | 98.56% |