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 | 0.72% | 2.39 CHF | 2.41 CHF | 30,000 | 7,500 | 24,991 | 7,500 | 62,191 CHF | 18,847 CHF | 92.97% | 92.97% |
12/07/2024 | 0.70% | 2.54 CHF | 2.55 CHF | 20,000 | 7,500 | 20,000 | 7,500 | 51,296 CHF | 19,371 CHF | 99.01% | 99.01% |
11/07/2024 | 0.70% | 2.50 CHF | 2.52 CHF | 20,000 | 7,500 | 25,040 | 7,500 | 62,195 CHF | 18,801 CHF | 97.35% | 97.35% |
10/07/2024 | 0.75% | 2.32 CHF | 2.34 CHF | 30,000 | 7,500 | 30,000 | 7,500 | 68,697 CHF | 17,303 CHF | 100.00% | 100.00% |
09/07/2024 | 0.72% | 2.32 CHF | 2.34 CHF | 30,000 | 7,500 | 30,000 | 7,500 | 68,705 CHF | 17,301 CHF | 100.00% | 100.00% |
08/07/2024 | 0.75% | 2.28 CHF | 2.30 CHF | 30,000 | 7,500 | 30,000 | 7,500 | 68,233 CHF | 17,187 CHF | 99.80% | 99.80% |
05/07/2024 | 0.76% | 2.26 CHF | 2.28 CHF | 30,000 | 7,500 | 30,000 | 7,500 | 67,473 CHF | 16,997 CHF | 98.81% | 98.81% |
04/07/2024 | 0.76% | 2.22 CHF | 2.23 CHF | 30,000 | 7,500 | 30,000 | 7,500 | 65,845 CHF | 16,586 CHF | 100.00% | 100.00% |
03/07/2024 | 0.77% | 2.06 CHF | 2.07 CHF | 30,000 | 7,500 | 30,000 | 7,500 | 61,756 CHF | 15,558 CHF | 99.73% | 99.73% |
02/07/2024 | 0.86% | 2.02 CHF | 2.04 CHF | 30,000 | 7,500 | 30,000 | 7,500 | 60,281 CHF | 15,201 CHF | 100.00% | 100.00% |