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 | 1.37% | 4.40 CHF | 4.46 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 65,257 CHF | 66,157 CHF | 100.00% | 100.00% |
12/07/2024 | 1.42% | 4.14 CHF | 4.20 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 62,946 CHF | 63,846 CHF | 100.00% | 100.00% |
11/07/2024 | 1.57% | 3.64 CHF | 3.70 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 57,066 CHF | 57,966 CHF | 71.55% | 71.55% |
10/07/2024 | 1.53% | 3.95 CHF | 4.01 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 58,348 CHF | 59,248 CHF | 99.38% | 99.38% |
09/07/2024 | 1.70% | 4.12 CHF | 4.18 CHF | 15,000 | 15,000 | 14,997 | 14,997 | 52,661 CHF | 53,561 CHF | 99.98% | 99.98% |
08/07/2024 | 1.70% | 3.35 CHF | 3.41 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 52,688 CHF | 53,588 CHF | 99.99% | 99.99% |
05/07/2024 | 1.88% | 3.18 CHF | 3.24 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 47,591 CHF | 48,491 CHF | 99.77% | 99.77% |
04/07/2024 | 1.80% | 3.33 CHF | 3.39 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 49,611 CHF | 50,511 CHF | 97.33% | 97.33% |
03/07/2024 | 1.94% | 2.87 CHF | 2.93 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 45,962 CHF | 46,862 CHF | 100.00% | 100.00% |
02/07/2024 | 1.55% | 3.45 CHF | 3.51 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 57,667 CHF | 58,567 CHF | 99.94% | 99.94% |