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 | 1.19% | 2.82 CHF | 2.85 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 71,147 CHF | 71,995 CHF | 99.68% | 99.68% |
12/07/2024 | 1.19% | 2.82 CHF | 2.85 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 68,709 CHF | 69,529 CHF | 99.01% | 99.01% |
11/07/2024 | 1.17% | 2.72 CHF | 2.76 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 66,845 CHF | 67,632 CHF | 99.00% | 99.00% |
10/07/2024 | 1.21% | 2.61 CHF | 2.64 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 64,166 CHF | 64,949 CHF | 100.00% | 100.00% |
09/07/2024 | 1.29% | 2.51 CHF | 2.54 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 64,315 CHF | 65,152 CHF | 100.00% | 100.00% |
08/07/2024 | 1.23% | 2.54 CHF | 2.57 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 64,165 CHF | 64,960 CHF | 100.00% | 100.00% |
05/07/2024 | 1.27% | 2.51 CHF | 2.54 CHF | 25,000 | 25,000 | 27,037 | 25,000 | 67,500 CHF | 63,234 CHF | 98.98% | 98.98% |
04/07/2024 | 1.30% | 2.40 CHF | 2.43 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 71,774 CHF | 60,592 CHF | 100.00% | 100.00% |
03/07/2024 | 1.37% | 2.33 CHF | 2.36 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 70,548 CHF | 59,600 CHF | 100.00% | 100.00% |
02/07/2024 | 1.41% | 2.26 CHF | 2.29 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 66,109 CHF | 55,872 CHF | 100.00% | 100.00% |