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 | 1.40% | 2.03 CHF | 2.06 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 60,790 CHF | 51,371 CHF | 60.65% | 60.65% |
12/07/2024 | 1.49% | 2.03 CHF | 2.06 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 58,947 CHF | 49,861 CHF | 99.01% | 99.01% |
11/07/2024 | 1.49% | 1.94 CHF | 1.97 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 57,241 CHF | 48,417 CHF | 99.09% | 99.09% |
10/07/2024 | 1.47% | 1.83 CHF | 1.86 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 55,647 CHF | 47,057 CHF | 100.00% | 100.00% |
09/07/2024 | 1.53% | 1.82 CHF | 1.85 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 55,468 CHF | 46,935 CHF | 100.00% | 100.00% |
08/07/2024 | 1.51% | 1.89 CHF | 1.92 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 57,171 CHF | 48,367 CHF | 100.00% | 100.00% |
05/07/2024 | 1.46% | 1.87 CHF | 1.89 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 57,047 CHF | 48,237 CHF | 98.86% | 98.86% |
04/07/2024 | 1.56% | 1.82 CHF | 1.85 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 55,109 CHF | 46,646 CHF | 100.00% | 100.00% |
03/07/2024 | 1.60% | 1.76 CHF | 1.79 CHF | 30,000 | 25,000 | 30,089 | 25,000 | 52,632 CHF | 44,444 CHF | 99.82% | 99.82% |
02/07/2024 | 1.82% | 1.59 CHF | 1.62 CHF | 40,000 | 25,000 | 40,000 | 25,000 | 62,705 CHF | 39,909 CHF | 100.00% | 100.00% |