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 | 1.33% | 2.24 CHF | 2.27 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 67,183 CHF | 56,733 CHF | 60.65% | 60.65% |
12/07/2024 | 1.29% | 2.25 CHF | 2.28 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 65,431 CHF | 55,234 CHF | 99.01% | 99.01% |
11/07/2024 | 1.33% | 2.16 CHF | 2.18 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 63,585 CHF | 53,694 CHF | 99.08% | 99.08% |
10/07/2024 | 1.36% | 2.03 CHF | 2.06 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 61,775 CHF | 52,186 CHF | 100.00% | 100.00% |
09/07/2024 | 1.40% | 2.03 CHF | 2.06 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 61,618 CHF | 52,074 CHF | 100.00% | 100.00% |
08/07/2024 | 1.33% | 2.09 CHF | 2.12 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 63,466 CHF | 53,598 CHF | 100.00% | 100.00% |
05/07/2024 | 1.39% | 2.07 CHF | 2.10 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 63,055 CHF | 53,279 CHF | 98.86% | 98.86% |
04/07/2024 | 1.36% | 2.01 CHF | 2.04 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 60,956 CHF | 51,493 CHF | 100.00% | 100.00% |
03/07/2024 | 1.39% | 1.95 CHF | 1.97 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 58,008 CHF | 49,015 CHF | 99.82% | 99.82% |
02/07/2024 | 1.60% | 1.76 CHF | 1.78 CHF | 30,000 | 25,000 | 30,107 | 25,000 | 52,092 CHF | 43,960 CHF | 100.00% | 100.00% |