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 | 2.57% | 2.25 CHF | 2.31 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 46,023 CHF | 47,223 CHF | 99.99% | 99.99% |
12/07/2024 | 2.66% | 2.29 CHF | 2.35 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 44,537 CHF | 45,737 CHF | 100.00% | 100.00% |
11/07/2024 | 2.62% | 2.31 CHF | 2.37 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 45,183 CHF | 46,383 CHF | 100.00% | 100.00% |
10/07/2024 | 2.69% | 2.23 CHF | 2.29 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 43,942 CHF | 45,142 CHF | 100.00% | 100.00% |
09/07/2024 | 2.69% | 2.16 CHF | 2.22 CHF | 20,000 | 20,000 | 19,928 | 19,928 | 44,229 CHF | 45,429 CHF | 99.75% | 99.75% |
08/07/2024 | 2.63% | 2.24 CHF | 2.30 CHF | 20,000 | 20,000 | 19,965 | 19,965 | 45,057 CHF | 46,257 CHF | 99.27% | 99.27% |
05/07/2024 | 2.75% | 2.19 CHF | 2.25 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 43,021 CHF | 44,221 CHF | 100.00% | 100.00% |
04/07/2024 | 2.61% | 2.10 CHF | 2.16 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 41,873 CHF | 42,982 CHF | 99.61% | 99.61% |
03/07/2024 | 2.41% | 2.06 CHF | 2.11 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 41,062 CHF | 42,062 CHF | 100.00% | 100.00% |
02/07/2024 | 2.55% | 1.95 CHF | 2.00 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 38,706 CHF | 39,706 CHF | 100.00% | 100.00% |