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 | 0.66% | 2.62 CHF | 2.64 CHF | 20,000 | 7,500 | 20,000 | 7,500 | 54,479 CHF | 20,565 CHF | 92.97% | 92.97% |
12/07/2024 | 0.63% | 2.76 CHF | 2.78 CHF | 20,000 | 7,500 | 20,000 | 7,500 | 55,878 CHF | 21,087 CHF | 99.01% | 99.01% |
11/07/2024 | 0.64% | 2.73 CHF | 2.75 CHF | 20,000 | 7,500 | 20,000 | 7,500 | 54,352 CHF | 20,513 CHF | 97.34% | 97.34% |
10/07/2024 | 0.67% | 2.55 CHF | 2.57 CHF | 20,000 | 7,500 | 20,660 | 7,500 | 52,009 CHF | 19,018 CHF | 100.00% | 100.00% |
09/07/2024 | 0.65% | 2.55 CHF | 2.57 CHF | 20,000 | 7,500 | 20,786 | 7,500 | 52,340 CHF | 19,016 CHF | 100.00% | 100.00% |
08/07/2024 | 0.67% | 2.51 CHF | 2.53 CHF | 20,000 | 7,500 | 23,125 | 7,500 | 57,832 CHF | 18,903 CHF | 99.80% | 99.80% |
05/07/2024 | 0.64% | 2.49 CHF | 2.51 CHF | 30,000 | 7,500 | 27,950 | 7,500 | 69,197 CHF | 18,706 CHF | 98.81% | 98.81% |
04/07/2024 | 0.69% | 2.45 CHF | 2.46 CHF | 30,000 | 7,500 | 30,000 | 7,500 | 72,699 CHF | 18,301 CHF | 100.00% | 100.00% |
03/07/2024 | 0.67% | 2.29 CHF | 2.30 CHF | 30,000 | 7,500 | 30,000 | 7,500 | 68,633 CHF | 17,274 CHF | 99.73% | 99.73% |
02/07/2024 | 0.72% | 2.25 CHF | 2.27 CHF | 30,000 | 7,500 | 30,000 | 7,500 | 67,158 CHF | 16,912 CHF | 100.00% | 100.00% |