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 | 1.79% | 1.07 CHF | 1.09 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 33,212 CHF | 33,812 CHF | 100.00% | 100.00% |
12/07/2024 | 1.71% | 1.16 CHF | 1.18 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 34,828 CHF | 35,428 CHF | 100.00% | 100.00% |
11/07/2024 | 1.66% | 1.17 CHF | 1.19 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 35,893 CHF | 36,493 CHF | 99.99% | 99.99% |
10/07/2024 | 1.71% | 1.16 CHF | 1.18 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 34,725 CHF | 35,325 CHF | 100.00% | 100.00% |
09/07/2024 | 1.66% | 1.12 CHF | 1.14 CHF | 30,000 | 30,000 | 20,019 | 20,019 | 24,069 CHF | 24,471 CHF | 100.00% | 100.00% |
08/07/2024 | 1.60% | 1.24 CHF | 1.26 CHF | 30,000 | 30,000 | 29,949 | 29,949 | 37,247 CHF | 37,847 CHF | 100.00% | 100.00% |
05/07/2024 | 1.76% | 1.16 CHF | 1.18 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 33,767 CHF | 34,367 CHF | 99.96% | 99.96% |
04/07/2024 | 1.86% | 1.04 CHF | 1.06 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 31,996 CHF | 32,596 CHF | 100.00% | 100.00% |
03/07/2024 | 1.89% | 1.05 CHF | 1.07 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 31,436 CHF | 32,036 CHF | 100.00% | 100.00% |
02/07/2024 | 1.93% | 1.07 CHF | 1.09 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 30,765 CHF | 31,365 CHF | 100.00% | 100.00% |