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 | 0.87% | 1.99 CHF | 2.01 CHF | 30,000 | 7,500 | 30,000 | 7,500 | 62,789 CHF | 15,835 CHF | 92.97% | 92.97% |
12/07/2024 | 0.82% | 2.13 CHF | 2.15 CHF | 30,000 | 7,500 | 30,000 | 7,500 | 64,886 CHF | 16,355 CHF | 99.01% | 99.01% |
11/07/2024 | 0.84% | 2.10 CHF | 2.12 CHF | 30,000 | 7,500 | 30,000 | 7,500 | 62,628 CHF | 15,788 CHF | 97.35% | 97.35% |
10/07/2024 | 0.89% | 1.92 CHF | 1.93 CHF | 30,000 | 7,500 | 30,000 | 7,500 | 56,636 CHF | 14,285 CHF | 100.00% | 100.00% |
09/07/2024 | 0.86% | 1.92 CHF | 1.94 CHF | 30,000 | 7,500 | 30,000 | 7,500 | 56,674 CHF | 14,291 CHF | 100.00% | 100.00% |
08/07/2024 | 0.90% | 1.88 CHF | 1.90 CHF | 30,000 | 7,500 | 30,000 | 7,500 | 56,179 CHF | 14,172 CHF | 99.80% | 99.80% |
05/07/2024 | 0.93% | 1.86 CHF | 1.88 CHF | 30,000 | 7,500 | 30,000 | 7,500 | 55,409 CHF | 13,981 CHF | 98.81% | 98.81% |
04/07/2024 | 0.93% | 1.82 CHF | 1.83 CHF | 30,000 | 7,500 | 30,005 | 7,500 | 53,808 CHF | 13,576 CHF | 100.00% | 100.00% |
03/07/2024 | 0.98% | 1.65 CHF | 1.67 CHF | 40,000 | 7,500 | 34,467 | 7,500 | 56,964 CHF | 12,549 CHF | 99.73% | 99.73% |
02/07/2024 | 1.01% | 1.62 CHF | 1.64 CHF | 40,000 | 7,500 | 40,000 | 7,500 | 64,344 CHF | 12,187 CHF | 100.00% | 100.00% |