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 | 0.74% | 2.28 CHF | 2.30 CHF | 30,000 | 7,500 | 30,000 | 7,500 | 71,461 CHF | 17,998 CHF | 92.96% | 92.96% |
12/07/2024 | 0.68% | 2.42 CHF | 2.44 CHF | 30,000 | 7,500 | 30,000 | 7,500 | 73,546 CHF | 18,512 CHF | 99.01% | 99.01% |
11/07/2024 | 0.73% | 2.39 CHF | 2.41 CHF | 30,000 | 7,500 | 30,000 | 7,500 | 71,410 CHF | 17,984 CHF | 97.35% | 97.35% |
10/07/2024 | 0.77% | 2.21 CHF | 2.23 CHF | 30,000 | 7,500 | 30,000 | 7,500 | 65,366 CHF | 16,468 CHF | 100.00% | 100.00% |
09/07/2024 | 0.75% | 2.21 CHF | 2.23 CHF | 30,000 | 7,500 | 30,000 | 7,500 | 65,374 CHF | 16,466 CHF | 100.00% | 100.00% |
08/07/2024 | 0.78% | 2.17 CHF | 2.19 CHF | 30,000 | 7,500 | 30,000 | 7,500 | 64,906 CHF | 16,353 CHF | 99.80% | 99.80% |
05/07/2024 | 0.79% | 2.15 CHF | 2.17 CHF | 30,000 | 7,500 | 30,000 | 7,500 | 64,148 CHF | 16,163 CHF | 98.81% | 98.81% |
04/07/2024 | 0.77% | 2.11 CHF | 2.12 CHF | 30,000 | 7,500 | 30,000 | 7,500 | 62,580 CHF | 15,766 CHF | 100.00% | 100.00% |
03/07/2024 | 0.91% | 1.95 CHF | 1.96 CHF | 30,000 | 7,500 | 30,000 | 7,500 | 58,475 CHF | 14,752 CHF | 99.73% | 99.73% |
02/07/2024 | 0.86% | 1.91 CHF | 1.93 CHF | 30,000 | 7,500 | 30,000 | 7,500 | 57,039 CHF | 14,384 CHF | 100.00% | 100.00% |