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% | 2.68 CHF | 2.70 CHF | 20,000 | 7,500 | 20,000 | 7,500 | 55,660 CHF | 21,010 CHF | 92.97% | 92.97% |
12/07/2024 | 0.62% | 2.82 CHF | 2.84 CHF | 20,000 | 7,500 | 20,000 | 7,500 | 57,057 CHF | 21,530 CHF | 99.01% | 99.01% |
11/07/2024 | 0.63% | 2.79 CHF | 2.81 CHF | 20,000 | 7,500 | 20,000 | 7,500 | 55,623 CHF | 20,991 CHF | 97.35% | 97.35% |
10/07/2024 | 0.66% | 2.61 CHF | 2.63 CHF | 20,000 | 7,500 | 20,041 | 7,500 | 51,700 CHF | 19,478 CHF | 100.00% | 100.00% |
09/07/2024 | 0.64% | 2.61 CHF | 2.63 CHF | 20,000 | 7,500 | 20,000 | 7,500 | 51,603 CHF | 19,476 CHF | 100.00% | 100.00% |
08/07/2024 | 0.67% | 2.57 CHF | 2.59 CHF | 20,000 | 7,500 | 20,000 | 7,500 | 51,307 CHF | 19,370 CHF | 99.80% | 99.80% |
05/07/2024 | 0.67% | 2.55 CHF | 2.57 CHF | 20,000 | 7,500 | 21,199 | 7,500 | 53,758 CHF | 19,172 CHF | 98.81% | 98.81% |
04/07/2024 | 0.65% | 2.51 CHF | 2.53 CHF | 20,000 | 7,500 | 24,921 | 7,500 | 61,899 CHF | 18,775 CHF | 100.00% | 100.00% |
03/07/2024 | 0.75% | 2.35 CHF | 2.37 CHF | 30,000 | 7,500 | 30,000 | 7,500 | 70,502 CHF | 17,758 CHF | 99.73% | 99.73% |
02/07/2024 | 0.70% | 2.32 CHF | 2.33 CHF | 30,000 | 7,500 | 30,000 | 7,500 | 69,074 CHF | 17,390 CHF | 100.00% | 100.00% |