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 | 0.77% | 2.07 CHF | 2.08 CHF | 30,000 | 7,500 | 30,000 | 7,500 | 65,115 CHF | 16,405 CHF | 92.98% | 92.98% |
12/07/2024 | 0.77% | 2.21 CHF | 2.23 CHF | 30,000 | 7,500 | 30,000 | 7,500 | 67,183 CHF | 16,926 CHF | 99.01% | 99.01% |
11/07/2024 | 0.76% | 2.18 CHF | 2.20 CHF | 30,000 | 7,500 | 30,000 | 7,500 | 65,057 CHF | 16,389 CHF | 96.58% | 96.58% |
10/07/2024 | 0.84% | 2.00 CHF | 2.01 CHF | 30,000 | 7,500 | 30,000 | 7,500 | 59,011 CHF | 14,877 CHF | 100.00% | 100.00% |
09/07/2024 | 0.83% | 2.00 CHF | 2.01 CHF | 30,000 | 7,500 | 30,000 | 7,500 | 59,037 CHF | 14,882 CHF | 100.00% | 100.00% |
08/07/2024 | 0.86% | 1.96 CHF | 1.98 CHF | 30,000 | 7,500 | 30,000 | 7,500 | 58,579 CHF | 14,772 CHF | 99.80% | 99.80% |
05/07/2024 | 0.89% | 1.94 CHF | 1.96 CHF | 30,000 | 7,500 | 30,000 | 7,500 | 57,809 CHF | 14,581 CHF | 98.81% | 98.81% |
04/07/2024 | 0.85% | 1.90 CHF | 1.91 CHF | 30,000 | 7,500 | 30,000 | 7,500 | 56,245 CHF | 14,181 CHF | 100.00% | 100.00% |
03/07/2024 | 0.91% | 1.74 CHF | 1.75 CHF | 30,000 | 7,500 | 30,085 | 7,500 | 52,296 CHF | 13,158 CHF | 99.73% | 99.73% |
02/07/2024 | 0.97% | 1.70 CHF | 1.72 CHF | 30,000 | 7,500 | 30,748 | 7,500 | 51,950 CHF | 12,801 CHF | 100.00% | 100.00% |