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 | 1.99% | 3.03 CHF | 3.09 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 44,717 CHF | 45,617 CHF | 100.00% | 100.00% |
12/07/2024 | 2.10% | 2.77 CHF | 2.83 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 42,382 CHF | 43,282 CHF | 100.00% | 100.00% |
11/07/2024 | 2.45% | 2.27 CHF | 2.33 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 36,507 CHF | 37,407 CHF | 71.55% | 71.55% |
10/07/2024 | 2.36% | 2.58 CHF | 2.64 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 37,723 CHF | 38,623 CHF | 99.38% | 99.38% |
09/07/2024 | 2.78% | 2.75 CHF | 2.81 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 32,053 CHF | 32,953 CHF | 100.00% | 100.00% |
08/07/2024 | 2.77% | 1.98 CHF | 2.04 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 32,115 CHF | 33,015 CHF | 99.99% | 99.99% |
05/07/2024 | 3.29% | 1.80 CHF | 1.86 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 26,961 CHF | 27,861 CHF | 99.80% | 99.80% |
04/07/2024 | 3.07% | 1.96 CHF | 2.02 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 28,936 CHF | 29,836 CHF | 97.33% | 97.33% |
03/07/2024 | 3.54% | 1.49 CHF | 1.55 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 25,245 CHF | 26,145 CHF | 100.00% | 100.00% |
02/07/2024 | 2.43% | 2.06 CHF | 2.12 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 36,911 CHF | 37,811 CHF | 99.94% | 99.94% |