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 | 2.65% | 2.19 CHF | 2.25 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 33,598 CHF | 34,498 CHF | 99.99% | 99.99% |
12/07/2024 | 2.46% | 2.46 CHF | 2.52 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 36,156 CHF | 37,056 CHF | 100.00% | 100.00% |
11/07/2024 | 2.12% | 2.96 CHF | 3.02 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 42,131 CHF | 43,031 CHF | 71.56% | 71.56% |
10/07/2024 | 2.16% | 2.69 CHF | 2.75 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 41,164 CHF | 42,064 CHF | 99.38% | 99.38% |
09/07/2024 | 1.90% | 2.52 CHF | 2.58 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 46,873 CHF | 47,773 CHF | 99.99% | 99.99% |
08/07/2024 | 1.91% | 3.28 CHF | 3.34 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 46,664 CHF | 47,564 CHF | 100.00% | 100.00% |
05/07/2024 | 1.71% | 3.47 CHF | 3.53 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 52,195 CHF | 53,095 CHF | 99.78% | 99.78% |
04/07/2024 | 1.77% | 3.33 CHF | 3.39 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 50,453 CHF | 51,353 CHF | 97.33% | 97.33% |
03/07/2024 | 1.64% | 3.80 CHF | 3.86 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 54,394 CHF | 55,294 CHF | 100.00% | 100.00% |
02/07/2024 | 2.09% | 3.26 CHF | 3.32 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 42,899 CHF | 43,799 CHF | 99.95% | 99.95% |