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 | 0.79% | 2.12 CHF | 2.13 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 64,321 CHF | 54,024 CHF | 98.73% | 98.73% |
12/07/2024 | 0.75% | 2.12 CHF | 2.13 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 62,855 CHF | 52,775 CHF | 99.38% | 99.38% |
11/07/2024 | 0.75% | 2.20 CHF | 2.22 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 65,911 CHF | 55,342 CHF | 99.14% | 99.14% |
10/07/2024 | 0.79% | 2.18 CHF | 2.19 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 64,606 CHF | 54,263 CHF | 100.00% | 100.00% |
09/07/2024 | 0.77% | 2.10 CHF | 2.11 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 64,878 CHF | 54,485 CHF | 99.99% | 99.99% |
08/07/2024 | 0.82% | 2.09 CHF | 2.11 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 64,371 CHF | 54,086 CHF | 99.79% | 99.79% |
05/07/2024 | 0.75% | 2.30 CHF | 2.31 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 69,483 CHF | 58,341 CHF | 99.62% | 99.62% |
04/07/2024 | 0.72% | 2.42 CHF | 2.43 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 72,450 CHF | 60,808 CHF | 100.00% | 100.00% |
03/07/2024 | 0.70% | 2.42 CHF | 2.43 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 71,945 CHF | 60,374 CHF | 99.73% | 99.73% |
02/07/2024 | 0.74% | 2.30 CHF | 2.31 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 68,833 CHF | 57,788 CHF | 100.00% | 100.00% |