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 | 1.73% | 1.09 CHF | 1.11 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 34,346 CHF | 34,946 CHF | 100.00% | 100.00% |
12/07/2024 | 1.80% | 1.12 CHF | 1.14 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 33,014 CHF | 33,614 CHF | 100.00% | 100.00% |
11/07/2024 | 1.70% | 1.17 CHF | 1.19 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 35,079 CHF | 35,679 CHF | 99.98% | 99.98% |
10/07/2024 | 1.79% | 1.15 CHF | 1.17 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 33,181 CHF | 33,781 CHF | 100.00% | 100.00% |
09/07/2024 | 1.87% | 1.04 CHF | 1.06 CHF | 30,000 | 30,000 | 30,158 | 30,158 | 32,012 CHF | 32,616 CHF | 100.00% | 100.00% |
08/07/2024 | 1.88% | 1.02 CHF | 1.04 CHF | 40,000 | 40,000 | 39,931 | 39,931 | 42,202 CHF | 43,002 CHF | 100.00% | 100.00% |
05/07/2024 | 2.12% | 0.89 CHF | 0.91 CHF | 40,000 | 40,000 | 39,996 | 39,996 | 37,391 CHF | 38,191 CHF | 100.00% | 100.00% |
04/07/2024 | 2.13% | 0.94 CHF | 0.96 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 37,169 CHF | 37,969 CHF | 100.00% | 100.00% |
03/07/2024 | 2.41% | 0.83 CHF | 0.85 CHF | 40,000 | 40,000 | 39,998 | 39,998 | 32,816 CHF | 33,616 CHF | 99.95% | 99.95% |
02/07/2024 | 2.18% | 0.94 CHF | 0.96 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 36,286 CHF | 37,086 CHF | 100.00% | 100.00% |