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 | 1.35% | 4.47 CHF | 4.53 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 66,334 CHF | 67,234 CHF | 100.00% | 100.00% |
12/07/2024 | 1.40% | 4.22 CHF | 4.28 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 64,023 CHF | 64,923 CHF | 100.00% | 100.00% |
11/07/2024 | 1.54% | 3.71 CHF | 3.77 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 58,157 CHF | 59,057 CHF | 71.56% | 71.56% |
10/07/2024 | 1.50% | 4.03 CHF | 4.09 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 59,424 CHF | 60,324 CHF | 99.38% | 99.38% |
09/07/2024 | 1.66% | 4.19 CHF | 4.25 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 53,750 CHF | 54,650 CHF | 99.99% | 99.99% |
08/07/2024 | 1.66% | 3.42 CHF | 3.48 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 53,767 CHF | 54,667 CHF | 99.99% | 99.99% |
05/07/2024 | 1.83% | 3.25 CHF | 3.31 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 48,672 CHF | 49,572 CHF | 99.80% | 99.80% |
04/07/2024 | 1.76% | 3.40 CHF | 3.46 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 50,695 CHF | 51,595 CHF | 97.33% | 97.33% |
03/07/2024 | 1.90% | 2.94 CHF | 3.00 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 47,051 CHF | 47,951 CHF | 100.00% | 100.00% |
02/07/2024 | 1.52% | 3.52 CHF | 3.58 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 58,753 CHF | 59,653 CHF | 99.97% | 99.97% |