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 | 1.91% | 1.59 CHF | 1.62 CHF | 10,000 | 10,000 | 9,916 | 9,915 | 15,590 CHF | 15,887 CHF | 100.00% | 100.00% |
12/07/2024 | 1.91% | 1.59 CHF | 1.62 CHF | 10,000 | 10,000 | 9,918 | 9,917 | 15,625 CHF | 15,922 CHF | 99.97% | 99.97% |
11/07/2024 | 1.86% | 1.65 CHF | 1.68 CHF | 10,000 | 10,000 | 9,918 | 9,917 | 16,003 CHF | 16,300 CHF | 98.49% | 98.49% |
10/07/2024 | 1.88% | 1.60 CHF | 1.63 CHF | 10,000 | 10,000 | 9,915 | 9,915 | 15,867 CHF | 16,164 CHF | 100.00% | 100.00% |
09/07/2024 | 1.87% | 1.57 CHF | 1.60 CHF | 10,000 | 10,000 | 9,915 | 9,915 | 15,884 CHF | 16,180 CHF | 100.00% | 100.00% |
08/07/2024 | 1.88% | 1.60 CHF | 1.63 CHF | 10,000 | 10,000 | 9,915 | 9,915 | 15,877 CHF | 16,174 CHF | 100.00% | 100.00% |
05/07/2024 | 1.91% | 1.62 CHF | 1.65 CHF | 10,000 | 10,000 | 9,918 | 9,917 | 15,625 CHF | 15,922 CHF | 99.90% | 99.90% |
04/07/2024 | 1.94% | 1.55 CHF | 1.58 CHF | 10,000 | 10,000 | 9,916 | 9,915 | 15,377 CHF | 15,673 CHF | 100.00% | 100.00% |
03/07/2024 | 1.94% | 1.57 CHF | 1.60 CHF | 10,000 | 10,000 | 9,916 | 9,915 | 15,309 CHF | 15,606 CHF | 99.94% | 99.94% |
02/07/2024 | 2.04% | 1.50 CHF | 1.53 CHF | 10,000 | 10,000 | 9,917 | 9,916 | 14,583 CHF | 14,880 CHF | 100.00% | 100.00% |