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 | 0.51% | 1.89 CHF | 1.90 CHF | 30,000 | 20,000 | 30,000 | 20,000 | 59,017 CHF | 39,544 CHF | 97.09% | 97.09% |
12/07/2024 | 0.50% | 1.94 CHF | 1.95 CHF | 30,000 | 10,000 | 30,000 | 10,000 | 59,895 CHF | 20,065 CHF | 99.01% | 99.01% |
11/07/2024 | 0.50% | 2.08 CHF | 2.09 CHF | 30,000 | 20,000 | 30,000 | 20,000 | 60,337 CHF | 40,425 CHF | 99.05% | 99.05% |
10/07/2024 | 0.51% | 1.92 CHF | 1.93 CHF | 30,000 | 20,000 | 30,000 | 20,000 | 58,475 CHF | 39,184 CHF | 100.00% | 100.00% |
09/07/2024 | 0.50% | 1.97 CHF | 1.98 CHF | 30,000 | 20,000 | 30,000 | 20,000 | 60,293 CHF | 40,396 CHF | 100.00% | 100.00% |
08/07/2024 | 0.49% | 1.99 CHF | 2.00 CHF | 30,000 | 10,000 | 30,000 | 10,000 | 61,658 CHF | 20,653 CHF | 99.74% | 99.74% |
05/07/2024 | 0.48% | 2.08 CHF | 2.09 CHF | 30,000 | 20,000 | 30,000 | 20,000 | 62,414 CHF | 41,809 CHF | 98.75% | 98.75% |
04/07/2024 | 0.51% | 1.98 CHF | 1.99 CHF | 30,000 | 20,000 | 30,000 | 20,000 | 58,975 CHF | 39,517 CHF | 100.00% | 100.00% |
03/07/2024 | 0.54% | 1.84 CHF | 1.85 CHF | 30,000 | 20,000 | 30,000 | 20,000 | 55,122 CHF | 36,948 CHF | 82.74% | 82.74% |
02/07/2024 | 0.59% | 1.78 CHF | 1.79 CHF | 30,000 | 20,000 | 31,761 | 20,000 | 53,994 CHF | 34,255 CHF | 99.85% | 99.85% |