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 | 1.61% | 3.75 CHF | 3.81 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 55,524 CHF | 56,424 CHF | 100.00% | 100.00% |
12/07/2024 | 1.68% | 3.49 CHF | 3.55 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 53,203 CHF | 54,103 CHF | 100.00% | 100.00% |
11/07/2024 | 1.89% | 2.99 CHF | 3.05 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 47,324 CHF | 48,224 CHF | 71.55% | 71.55% |
10/07/2024 | 1.84% | 3.30 CHF | 3.36 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 48,574 CHF | 49,474 CHF | 99.38% | 99.38% |
09/07/2024 | 2.08% | 3.47 CHF | 3.53 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 42,904 CHF | 43,804 CHF | 99.99% | 99.99% |
08/07/2024 | 2.08% | 2.70 CHF | 2.76 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 42,942 CHF | 43,842 CHF | 99.99% | 99.99% |
05/07/2024 | 2.36% | 2.53 CHF | 2.59 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 37,819 CHF | 38,719 CHF | 99.77% | 99.77% |
04/07/2024 | 2.24% | 2.68 CHF | 2.74 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 39,818 CHF | 40,718 CHF | 97.33% | 97.33% |
03/07/2024 | 2.47% | 2.22 CHF | 2.28 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 36,148 CHF | 37,048 CHF | 100.00% | 100.00% |
02/07/2024 | 1.87% | 2.79 CHF | 2.85 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 47,832 CHF | 48,732 CHF | 99.96% | 99.96% |