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 | 1.36% | 2.11 CHF | 2.14 CHF | 30,000 | 5,000 | 30,000 | 5,000 | 65,752 CHF | 11,109 CHF | 99.48% | 99.48% |
12/07/2024 | 1.38% | 1.99 CHF | 2.02 CHF | 30,000 | 5,000 | 30,000 | 5,000 | 64,932 CHF | 10,972 CHF | 99.50% | 99.50% |
11/07/2024 | 1.45% | 2.08 CHF | 2.11 CHF | 30,000 | 5,000 | 30,000 | 5,000 | 61,605 CHF | 10,418 CHF | 99.25% | 99.25% |
10/07/2024 | 1.57% | 1.93 CHF | 1.96 CHF | 30,000 | 10,000 | 30,000 | 10,000 | 56,812 CHF | 19,237 CHF | 99.56% | 99.56% |
09/07/2024 | 1.08% | 1.89 CHF | 1.91 CHF | 30,000 | 10,000 | 30,000 | 10,000 | 55,248 CHF | 18,616 CHF | 99.48% | 99.48% |
08/07/2024 | 1.15% | 1.78 CHF | 1.80 CHF | 30,000 | 10,000 | 30,000 | 10,000 | 51,963 CHF | 17,521 CHF | 99.57% | 99.57% |
05/07/2024 | 1.11% | 1.80 CHF | 1.82 CHF | 30,000 | 10,000 | 30,000 | 10,000 | 53,901 CHF | 18,167 CHF | 98.48% | 98.48% |
04/07/2024 | 1.56% | 1.85 CHF | 1.88 CHF | 30,000 | 5,000 | 30,000 | 5,000 | 57,179 CHF | 9,680 CHF | 98.57% | 98.57% |
03/07/2024 | 1.49% | 1.88 CHF | 1.91 CHF | 30,000 | 5,000 | 30,000 | 5,000 | 60,095 CHF | 10,166 CHF | 99.57% | 99.57% |
02/07/2024 | 1.33% | 2.24 CHF | 2.27 CHF | 30,000 | 5,000 | 30,000 | 5,000 | 67,410 CHF | 11,385 CHF | 98.82% | 98.82% |