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 | 3.10% | 1.86 CHF | 1.92 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 28,641 CHF | 29,541 CHF | 99.99% | 99.99% |
12/07/2024 | 2.85% | 2.13 CHF | 2.19 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 31,199 CHF | 32,099 CHF | 100.00% | 100.00% |
11/07/2024 | 2.40% | 2.63 CHF | 2.69 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 37,166 CHF | 38,066 CHF | 71.56% | 71.56% |
10/07/2024 | 2.46% | 2.36 CHF | 2.42 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 36,193 CHF | 37,093 CHF | 99.38% | 99.38% |
09/07/2024 | 2.13% | 2.19 CHF | 2.25 CHF | 15,000 | 15,000 | 14,997 | 14,997 | 41,893 CHF | 42,793 CHF | 99.99% | 99.99% |
08/07/2024 | 2.14% | 2.95 CHF | 3.01 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 41,705 CHF | 42,605 CHF | 99.99% | 99.99% |
05/07/2024 | 1.89% | 3.14 CHF | 3.20 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 47,223 CHF | 48,123 CHF | 99.77% | 99.77% |
04/07/2024 | 1.96% | 3.00 CHF | 3.06 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 45,465 CHF | 46,365 CHF | 97.33% | 97.33% |
03/07/2024 | 1.81% | 3.47 CHF | 3.53 CHF | 15,000 | 15,000 | 14,999 | 15,000 | 49,399 CHF | 50,303 CHF | 100.00% | 100.00% |
02/07/2024 | 2.36% | 2.92 CHF | 2.98 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 37,900 CHF | 38,800 CHF | 99.95% | 99.95% |