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 | 21,811 | 21,811 | 50,116 CHF | 50,685 CHF | 100.00% | 100.00% |
12/07/2024 | 1.37% | 2.30 CHF | 2.31 CHF | 39,000 | 39,000 | 21,889 | 21,889 | 49,704 CHF | 50,274 CHF | 100.00% | 100.00% |
11/07/2024 | 1.38% | 2.23 CHF | 2.24 CHF | 40,000 | 40,000 | 22,032 | 22,032 | 49,295 CHF | 49,867 CHF | 99.98% | 99.98% |
10/07/2024 | 1.57% | 2.07 CHF | 2.08 CHF | 40,000 | 40,000 | 21,657 | 21,657 | 43,886 CHF | 44,458 CHF | 100.00% | 100.00% |
09/07/2024 | 1.47% | 2.01 CHF | 2.02 CHF | 40,000 | 40,000 | 21,920 | 21,920 | 45,540 CHF | 46,107 CHF | 99.77% | 99.77% |
08/07/2024 | 1.47% | 2.12 CHF | 2.13 CHF | 40,000 | 40,000 | 22,099 | 22,099 | 46,650 CHF | 47,222 CHF | 99.30% | 99.30% |
05/07/2024 | 1.43% | 2.14 CHF | 2.15 CHF | 40,000 | 40,000 | 17,347 | 17,347 | 37,392 CHF | 37,777 CHF | 99.90% | 99.90% |
04/07/2024 | 1.60% | 2.19 CHF | 2.22 CHF | 20,000 | 20,000 | 17,881 | 17,881 | 39,174 CHF | 39,795 CHF | 99.64% | 99.64% |
03/07/2024 | 1.44% | 2.18 CHF | 2.19 CHF | 40,000 | 40,000 | 22,046 | 22,046 | 47,474 CHF | 48,046 CHF | 100.00% | 100.00% |
02/07/2024 | 1.52% | 2.11 CHF | 2.12 CHF | 40,000 | 40,000 | 21,186 | 21,186 | 44,512 CHF | 45,059 CHF | 100.00% | 100.00% |