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 | 0.75% | 2.21 CHF | 2.23 CHF | 30,000 | 7,500 | 30,000 | 7,500 | 69,341 CHF | 17,465 CHF | 92.97% | 92.97% |
12/07/2024 | 0.74% | 2.35 CHF | 2.37 CHF | 30,000 | 7,500 | 30,000 | 7,500 | 71,421 CHF | 17,987 CHF | 99.01% | 99.01% |
11/07/2024 | 0.71% | 2.32 CHF | 2.34 CHF | 30,000 | 7,500 | 30,000 | 7,500 | 69,153 CHF | 17,411 CHF | 97.35% | 97.35% |
10/07/2024 | 0.80% | 2.14 CHF | 2.15 CHF | 30,000 | 7,500 | 30,000 | 7,500 | 63,173 CHF | 15,919 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 2.14 CHF | 2.15 CHF | 30,000 | 7,500 | 30,000 | 7,500 | 63,164 CHF | 15,918 CHF | 100.00% | 100.00% |
08/07/2024 | 0.83% | 2.10 CHF | 2.12 CHF | 30,000 | 7,500 | 30,000 | 7,500 | 62,713 CHF | 15,809 CHF | 99.80% | 99.80% |
05/07/2024 | 0.78% | 2.08 CHF | 2.09 CHF | 30,000 | 7,500 | 30,000 | 7,500 | 61,953 CHF | 15,610 CHF | 98.81% | 98.81% |
04/07/2024 | 0.86% | 2.03 CHF | 2.05 CHF | 30,000 | 7,500 | 30,000 | 7,500 | 60,324 CHF | 15,211 CHF | 100.00% | 100.00% |
03/07/2024 | 0.83% | 1.87 CHF | 1.89 CHF | 30,000 | 7,500 | 30,000 | 7,500 | 56,233 CHF | 14,175 CHF | 99.73% | 99.73% |
02/07/2024 | 0.92% | 1.84 CHF | 1.86 CHF | 30,000 | 7,500 | 30,000 | 7,500 | 54,768 CHF | 13,818 CHF | 100.00% | 100.00% |