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 | 2.62% | 2.33 CHF | 2.40 CHF | 30,000 | 20,000 | 30,000 | 20,000 | 71,265 CHF | 48,769 CHF | 98.73% | 98.73% |
12/07/2024 | 2.44% | 2.53 CHF | 2.59 CHF | 20,000 | 20,000 | 28,759 | 20,000 | 69,656 CHF | 49,728 CHF | 99.38% | 99.38% |
11/07/2024 | 2.39% | 2.44 CHF | 2.50 CHF | 30,000 | 20,000 | 30,000 | 20,000 | 68,416 CHF | 46,715 CHF | 98.92% | 98.92% |
10/07/2024 | 2.29% | 2.18 CHF | 2.23 CHF | 30,000 | 25,000 | 28,618 | 24,013 | 62,556 CHF | 53,673 CHF | 100.00% | 100.00% |
09/07/2024 | 3.87% | 1.98 CHF | 2.06 CHF | 10,000 | 10,000 | 10,502 | 10,251 | 22,139 CHF | 22,491 CHF | 100.00% | 100.00% |
08/07/2024 | 2.62% | 2.46 CHF | 2.52 CHF | 30,000 | 20,000 | 22,955 | 20,000 | 58,093 CHF | 52,145 CHF | 100.00% | 100.00% |
05/07/2024 | 2.49% | 2.75 CHF | 2.83 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 57,863 CHF | 59,320 CHF | 99.62% | 99.62% |
04/07/2024 | 2.45% | 2.84 CHF | 2.91 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 56,892 CHF | 58,304 CHF | 99.38% | 99.38% |
03/07/2024 | 2.27% | 2.83 CHF | 2.90 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 55,701 CHF | 56,979 CHF | 99.73% | 99.73% |
02/07/2024 | - | - CHF | - CHF | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |