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 | 2.81% | 0.67 CHF | 0.69 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 21,056 CHF | 21,656 CHF | 100.00% | 100.00% |
12/07/2024 | 2.65% | 0.75 CHF | 0.77 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 22,335 CHF | 22,935 CHF | 100.00% | 100.00% |
11/07/2024 | 2.54% | 0.75 CHF | 0.77 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 23,303 CHF | 23,903 CHF | 99.99% | 99.99% |
10/07/2024 | 2.66% | 0.75 CHF | 0.77 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 22,287 CHF | 22,887 CHF | 100.00% | 100.00% |
09/07/2024 | 2.54% | 0.71 CHF | 0.73 CHF | 30,000 | 30,000 | 29,893 | 29,893 | 23,437 CHF | 24,037 CHF | 100.00% | 100.00% |
08/07/2024 | 2.41% | 0.82 CHF | 0.84 CHF | 30,000 | 30,000 | 29,949 | 29,949 | 24,619 CHF | 25,219 CHF | 99.75% | 99.75% |
05/07/2024 | 2.75% | 0.75 CHF | 0.77 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 21,553 CHF | 22,153 CHF | 100.00% | 100.00% |
04/07/2024 | 2.95% | 0.64 CHF | 0.66 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 20,046 CHF | 20,646 CHF | 100.00% | 100.00% |
03/07/2024 | 3.03% | 0.65 CHF | 0.67 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 19,540 CHF | 20,140 CHF | 100.00% | 100.00% |
02/07/2024 | 3.11% | 0.67 CHF | 0.69 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 19,010 CHF | 19,610 CHF | 100.00% | 100.00% |