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 | 0.61% | 2.87 CHF | 2.89 CHF | 20,000 | 7,500 | 20,000 | 7,500 | 59,479 CHF | 22,440 CHF | 92.97% | 92.97% |
12/07/2024 | 0.58% | 3.01 CHF | 3.03 CHF | 20,000 | 7,500 | 20,000 | 7,500 | 60,878 CHF | 22,962 CHF | 99.01% | 99.01% |
11/07/2024 | 0.59% | 2.98 CHF | 3.00 CHF | 20,000 | 7,500 | 20,000 | 7,500 | 59,352 CHF | 22,388 CHF | 97.35% | 97.35% |
10/07/2024 | 0.60% | 2.80 CHF | 2.81 CHF | 20,000 | 7,500 | 20,000 | 7,500 | 55,357 CHF | 20,885 CHF | 100.00% | 100.00% |
09/07/2024 | 0.59% | 2.80 CHF | 2.82 CHF | 20,000 | 7,500 | 20,000 | 7,500 | 55,382 CHF | 20,891 CHF | 100.00% | 100.00% |
08/07/2024 | 0.58% | 2.76 CHF | 2.78 CHF | 20,000 | 7,500 | 20,000 | 7,500 | 55,070 CHF | 20,772 CHF | 99.80% | 99.80% |
05/07/2024 | 0.63% | 2.74 CHF | 2.76 CHF | 20,000 | 7,500 | 20,000 | 7,500 | 54,539 CHF | 20,581 CHF | 98.81% | 98.81% |
04/07/2024 | 0.67% | 2.69 CHF | 2.71 CHF | 20,000 | 7,500 | 20,000 | 7,500 | 53,444 CHF | 20,176 CHF | 100.00% | 100.00% |
03/07/2024 | 0.59% | 2.53 CHF | 2.55 CHF | 20,000 | 7,500 | 21,694 | 7,500 | 54,939 CHF | 19,139 CHF | 99.73% | 99.73% |
02/07/2024 | 0.68% | 2.50 CHF | 2.52 CHF | 20,000 | 7,500 | 25,812 | 7,500 | 64,152 CHF | 18,787 CHF | 100.00% | 100.00% |