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 | 0.71% | 2.46 CHF | 2.48 CHF | 30,000 | 7,500 | 20,730 | 7,500 | 53,012 CHF | 19,340 CHF | 92.78% | 92.78% |
12/07/2024 | 0.69% | 2.60 CHF | 2.62 CHF | 20,000 | 7,500 | 20,000 | 7,500 | 52,589 CHF | 19,857 CHF | 98.85% | 98.85% |
11/07/2024 | 0.67% | 2.57 CHF | 2.59 CHF | 20,000 | 7,500 | 20,229 | 7,500 | 51,760 CHF | 19,325 CHF | 97.35% | 97.35% |
10/07/2024 | 0.70% | 2.39 CHF | 2.40 CHF | 30,000 | 7,500 | 30,000 | 7,500 | 70,711 CHF | 17,802 CHF | 100.00% | 100.00% |
09/07/2024 | 0.69% | 2.39 CHF | 2.40 CHF | 30,000 | 7,500 | 30,000 | 7,500 | 70,737 CHF | 17,807 CHF | 100.00% | 100.00% |
08/07/2024 | 0.72% | 2.35 CHF | 2.37 CHF | 30,000 | 7,500 | 30,000 | 7,500 | 70,279 CHF | 17,697 CHF | 99.80% | 99.80% |
05/07/2024 | 0.74% | 2.33 CHF | 2.35 CHF | 30,000 | 7,500 | 30,000 | 7,500 | 69,509 CHF | 17,506 CHF | 98.81% | 98.81% |
04/07/2024 | 0.70% | 2.29 CHF | 2.30 CHF | 30,000 | 7,500 | 30,000 | 7,500 | 67,945 CHF | 17,106 CHF | 100.00% | 100.00% |
03/07/2024 | 0.75% | 2.13 CHF | 2.14 CHF | 30,000 | 7,500 | 30,000 | 7,500 | 63,856 CHF | 16,083 CHF | 99.73% | 99.73% |
02/07/2024 | 0.79% | 2.09 CHF | 2.11 CHF | 30,000 | 7,500 | 30,000 | 7,500 | 62,408 CHF | 15,726 CHF | 100.00% | 100.00% |