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 | 1.24% | 2.12 CHF | 2.15 CHF | 30,000 | 7,500 | 30,000 | 7,500 | 66,595 CHF | 16,856 CHF | 95.03% | 95.03% |
12/07/2024 | 1.21% | 2.26 CHF | 2.28 CHF | 30,000 | 7,500 | 30,000 | 7,500 | 68,535 CHF | 17,343 CHF | 99.01% | 99.01% |
11/07/2024 | 1.20% | 2.23 CHF | 2.25 CHF | 30,000 | 7,500 | 30,000 | 7,500 | 66,609 CHF | 16,853 CHF | 97.34% | 97.34% |
10/07/2024 | 1.30% | 2.05 CHF | 2.08 CHF | 30,000 | 7,500 | 30,000 | 7,500 | 60,778 CHF | 15,393 CHF | 100.00% | 100.00% |
09/07/2024 | 1.31% | 2.05 CHF | 2.08 CHF | 30,000 | 7,500 | 30,000 | 7,500 | 60,784 CHF | 15,397 CHF | 100.00% | 100.00% |
08/07/2024 | 1.35% | 2.02 CHF | 2.05 CHF | 30,000 | 7,500 | 30,000 | 7,500 | 60,312 CHF | 15,284 CHF | 99.77% | 99.77% |
05/07/2024 | 1.35% | 2.00 CHF | 2.02 CHF | 30,000 | 7,500 | 30,000 | 7,500 | 59,571 CHF | 15,095 CHF | 98.81% | 98.81% |
04/07/2024 | 1.31% | 1.96 CHF | 1.98 CHF | 30,000 | 7,500 | 30,000 | 7,500 | 58,130 CHF | 14,724 CHF | 100.00% | 100.00% |
03/07/2024 | 1.50% | 1.81 CHF | 1.83 CHF | 30,000 | 7,500 | 30,000 | 7,500 | 54,311 CHF | 13,782 CHF | 99.73% | 99.73% |
02/07/2024 | 1.44% | 1.78 CHF | 1.80 CHF | 30,000 | 7,500 | 30,000 | 7,500 | 52,986 CHF | 13,439 CHF | 100.00% | 100.00% |