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 | 1.65% | 3.66 CHF | 3.72 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 54,172 CHF | 55,072 CHF | 100.00% | 100.00% |
12/07/2024 | 1.72% | 3.40 CHF | 3.46 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 51,850 CHF | 52,750 CHF | 100.00% | 100.00% |
11/07/2024 | 1.94% | 2.90 CHF | 2.96 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 45,970 CHF | 46,870 CHF | 71.57% | 71.57% |
10/07/2024 | 1.89% | 3.21 CHF | 3.27 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 47,216 CHF | 48,116 CHF | 99.38% | 99.38% |
09/07/2024 | 2.15% | 3.38 CHF | 3.44 CHF | 15,000 | 15,000 | 14,997 | 14,997 | 41,538 CHF | 42,438 CHF | 99.99% | 99.99% |
08/07/2024 | 2.15% | 2.61 CHF | 2.67 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 41,587 CHF | 42,487 CHF | 99.99% | 99.99% |
05/07/2024 | 2.44% | 2.44 CHF | 2.50 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 36,461 CHF | 37,361 CHF | 99.77% | 99.77% |
04/07/2024 | 2.31% | 2.59 CHF | 2.65 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 38,457 CHF | 39,357 CHF | 97.33% | 97.33% |
03/07/2024 | 2.57% | 2.13 CHF | 2.19 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 34,781 CHF | 35,681 CHF | 100.00% | 100.00% |
02/07/2024 | 1.93% | 2.70 CHF | 2.76 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 46,464 CHF | 47,364 CHF | 99.96% | 99.96% |