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 | 2.22% | 2.63 CHF | 2.69 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 40,155 CHF | 41,055 CHF | 99.99% | 99.99% |
12/07/2024 | 2.09% | 2.89 CHF | 2.95 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 42,728 CHF | 43,628 CHF | 100.00% | 100.00% |
11/07/2024 | 1.84% | 3.39 CHF | 3.45 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 48,694 CHF | 49,594 CHF | 71.56% | 71.56% |
10/07/2024 | 1.87% | 3.13 CHF | 3.19 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 47,747 CHF | 48,647 CHF | 99.38% | 99.38% |
09/07/2024 | 1.67% | 2.96 CHF | 3.02 CHF | 15,000 | 15,000 | 14,997 | 14,997 | 53,439 CHF | 54,339 CHF | 99.99% | 99.99% |
08/07/2024 | 1.68% | 3.72 CHF | 3.78 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 53,222 CHF | 54,122 CHF | 99.99% | 99.99% |
05/07/2024 | 1.52% | 3.91 CHF | 3.97 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 58,770 CHF | 59,670 CHF | 99.79% | 99.79% |
04/07/2024 | 1.57% | 3.77 CHF | 3.83 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 57,033 CHF | 57,933 CHF | 97.33% | 97.33% |
03/07/2024 | 1.47% | 4.24 CHF | 4.30 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 60,994 CHF | 61,894 CHF | 99.99% | 99.99% |
02/07/2024 | 1.81% | 3.70 CHF | 3.76 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 49,505 CHF | 50,405 CHF | 99.95% | 99.95% |