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 | 1.35% | 2.30 CHF | 2.31 CHF | 39,000 | 39,000 | 21,810 | 21,810 | 50,163 CHF | 50,733 CHF | 99.99% | 99.99% |
12/07/2024 | 1.37% | 2.30 CHF | 2.31 CHF | 39,000 | 39,000 | 21,889 | 21,889 | 49,759 CHF | 50,330 CHF | 100.00% | 100.00% |
11/07/2024 | 1.38% | 2.23 CHF | 2.24 CHF | 40,000 | 40,000 | 22,033 | 22,033 | 49,300 CHF | 49,872 CHF | 99.98% | 99.98% |
10/07/2024 | 1.57% | 2.07 CHF | 2.08 CHF | 40,000 | 40,000 | 21,655 | 21,655 | 43,878 CHF | 44,451 CHF | 99.99% | 99.99% |
09/07/2024 | 1.47% | 2.01 CHF | 2.02 CHF | 40,000 | 40,000 | 21,922 | 21,922 | 45,557 CHF | 46,125 CHF | 99.74% | 99.74% |
08/07/2024 | 1.47% | 2.12 CHF | 2.13 CHF | 40,000 | 40,000 | 22,098 | 22,098 | 46,663 CHF | 47,235 CHF | 99.30% | 99.30% |
05/07/2024 | 1.43% | 2.14 CHF | 2.15 CHF | 40,000 | 40,000 | 17,348 | 17,348 | 37,426 CHF | 37,811 CHF | 99.90% | 99.90% |
04/07/2024 | 1.60% | 2.19 CHF | 2.22 CHF | 20,000 | 20,000 | 17,882 | 17,882 | 39,205 CHF | 39,826 CHF | 99.55% | 99.55% |
03/07/2024 | 1.44% | 2.18 CHF | 2.19 CHF | 40,000 | 40,000 | 22,046 | 22,046 | 47,492 CHF | 48,065 CHF | 100.00% | 100.00% |
02/07/2024 | 1.52% | 2.11 CHF | 2.12 CHF | 40,000 | 40,000 | 21,186 | 21,186 | 44,520 CHF | 45,066 CHF | 100.00% | 100.00% |