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 | 3.30% | 1.80 CHF | 1.83 CHF | 30,000 | 20,000 | 30,000 | 11,878 | 55,054 CHF | 22,387 CHF | 99.33% | 99.33% |
12/07/2024 | 3.43% | 1.68 CHF | 1.71 CHF | 30,000 | 25,000 | 38,449 | 13,204 | 62,301 CHF | 22,271 CHF | 99.62% | 99.62% |
11/07/2024 | 3.53% | 1.48 CHF | 1.51 CHF | 40,000 | 20,000 | 40,000 | 12,280 | 63,249 CHF | 19,879 CHF | 93.11% | 93.11% |
10/07/2024 | 3.88% | 1.49 CHF | 1.52 CHF | 40,000 | 20,000 | 37,821 | 12,332 | 58,324 CHF | 19,617 CHF | 80.03% | 80.03% |
09/07/2024 | 3.48% | 1.69 CHF | 1.72 CHF | 30,000 | 20,000 | 30,000 | 11,863 | 54,839 CHF | 22,223 CHF | 99.49% | 99.49% |
08/07/2024 | 3.46% | 2.02 CHF | 2.06 CHF | 30,000 | 20,000 | 30,000 | 10,171 | 64,030 CHF | 22,312 CHF | 99.61% | 99.61% |
05/07/2024 | 3.37% | 2.16 CHF | 2.20 CHF | 30,000 | 20,000 | 30,000 | 10,219 | 63,005 CHF | 22,107 CHF | 98.31% | 98.31% |
04/07/2024 | 3.38% | 2.12 CHF | 2.16 CHF | 30,000 | 20,000 | 30,000 | 10,530 | 62,416 CHF | 22,629 CHF | 88.23% | 88.23% |
03/07/2024 | 3.43% | 2.09 CHF | 2.13 CHF | 30,000 | 20,000 | 30,000 | 11,886 | 61,203 CHF | 25,114 CHF | 99.63% | 99.63% |
02/07/2024 | 3.60% | 1.83 CHF | 1.86 CHF | 30,000 | 20,000 | 36,917 | 11,840 | 61,913 CHF | 20,811 CHF | 99.18% | 99.18% |