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 | 1.53% | 2.13 CHF | 2.16 CHF | 30,000 | 20,000 | 30,000 | 20,000 | 64,481 CHF | 43,650 CHF | 97.09% | 97.09% |
12/07/2024 | 1.55% | 2.20 CHF | 2.24 CHF | 30,000 | 20,000 | 30,000 | 20,000 | 64,316 CHF | 43,545 CHF | 71.98% | 71.98% |
11/07/2024 | 1.39% | 2.40 CHF | 2.43 CHF | 30,000 | 10,000 | 30,000 | 10,000 | 72,647 CHF | 24,554 CHF | 92.63% | 92.63% |
10/07/2024 | 1.40% | 2.52 CHF | 2.55 CHF | 20,000 | 10,000 | 28,452 | 10,000 | 70,272 CHF | 25,065 CHF | 69.43% | 69.43% |
09/07/2024 | 1.32% | 2.46 CHF | 2.49 CHF | 30,000 | 10,000 | 29,001 | 10,000 | 71,799 CHF | 25,095 CHF | 95.00% | 95.00% |
08/07/2024 | 1.40% | 2.42 CHF | 2.46 CHF | 30,000 | 20,000 | 30,000 | 20,000 | 73,192 CHF | 49,482 CHF | 90.19% | 90.19% |
05/07/2024 | 1.41% | 2.40 CHF | 2.44 CHF | 30,000 | 20,000 | 29,807 | 19,903 | 71,653 CHF | 48,523 CHF | 98.87% | 98.87% |
04/07/2024 | 1.34% | 2.39 CHF | 2.42 CHF | 30,000 | 20,000 | 30,000 | 20,000 | 71,527 CHF | 48,328 CHF | 99.56% | 99.56% |
03/07/2024 | 1.41% | 2.35 CHF | 2.38 CHF | 30,000 | 20,000 | 30,000 | 20,000 | 70,577 CHF | 47,717 CHF | 95.00% | 95.00% |
02/07/2024 | 1.49% | 2.20 CHF | 2.24 CHF | 30,000 | 20,000 | 30,000 | 20,000 | 64,984 CHF | 43,974 CHF | 92.97% | 92.97% |