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 | 1.22% | 2.16 CHF | 2.19 CHF | 30,000 | 7,500 | 30,000 | 7,500 | 67,668 CHF | 17,124 CHF | 92.97% | 92.97% |
12/07/2024 | 1.18% | 2.29 CHF | 2.32 CHF | 30,000 | 7,500 | 30,000 | 7,500 | 69,591 CHF | 17,605 CHF | 99.01% | 99.01% |
11/07/2024 | 1.17% | 2.27 CHF | 2.29 CHF | 30,000 | 7,500 | 30,000 | 7,500 | 67,739 CHF | 17,134 CHF | 97.35% | 97.35% |
10/07/2024 | 1.31% | 2.10 CHF | 2.12 CHF | 30,000 | 7,500 | 30,000 | 7,500 | 62,083 CHF | 15,726 CHF | 100.00% | 100.00% |
09/07/2024 | 1.28% | 2.10 CHF | 2.12 CHF | 30,000 | 7,500 | 30,000 | 7,500 | 62,071 CHF | 15,717 CHF | 100.00% | 100.00% |
08/07/2024 | 1.28% | 2.06 CHF | 2.08 CHF | 30,000 | 7,500 | 30,000 | 7,500 | 61,441 CHF | 15,558 CHF | 99.77% | 99.77% |
05/07/2024 | 1.35% | 2.03 CHF | 2.06 CHF | 30,000 | 7,500 | 30,000 | 7,500 | 60,695 CHF | 15,381 CHF | 98.81% | 98.81% |
04/07/2024 | 1.31% | 2.00 CHF | 2.02 CHF | 30,000 | 7,500 | 30,000 | 7,500 | 59,278 CHF | 15,015 CHF | 100.00% | 100.00% |
03/07/2024 | 1.43% | 1.85 CHF | 1.88 CHF | 30,000 | 7,500 | 30,000 | 7,500 | 55,564 CHF | 14,092 CHF | 99.73% | 99.73% |
02/07/2024 | 1.46% | 1.82 CHF | 1.85 CHF | 30,000 | 7,500 | 30,000 | 7,500 | 54,256 CHF | 13,763 CHF | 99.35% | 99.35% |