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 | 1.30% | 0.76 CHF | 0.77 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 15,307 CHF | 15,507 CHF | 100.00% | 100.00% |
12/07/2024 | 1.31% | 0.77 CHF | 0.78 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 15,213 CHF | 15,413 CHF | 98.41% | 98.41% |
11/07/2024 | 1.36% | 0.74 CHF | 0.75 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 14,647 CHF | 14,847 CHF | 95.96% | 95.96% |
10/07/2024 | 1.42% | 0.72 CHF | 0.73 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 14,020 CHF | 14,220 CHF | 99.79% | 99.79% |
09/07/2024 | 1.47% | 0.66 CHF | 0.67 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 13,513 CHF | 13,713 CHF | 100.00% | 100.00% |
08/07/2024 | 1.42% | 0.68 CHF | 0.69 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 14,004 CHF | 14,204 CHF | 98.99% | 98.99% |
05/07/2024 | 1.36% | 0.72 CHF | 0.73 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 14,602 CHF | 14,802 CHF | 100.00% | 100.00% |
04/07/2024 | 1.42% | 0.71 CHF | 0.72 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 14,034 CHF | 14,234 CHF | 98.16% | 98.16% |
03/07/2024 | 1.44% | 0.69 CHF | 0.70 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 13,748 CHF | 13,948 CHF | 100.00% | 100.00% |
02/07/2024 | 1.48% | 0.67 CHF | 0.68 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 13,407 CHF | 13,607 CHF | 100.00% | 100.00% |