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 | 3.06% | 1.89 CHF | 1.95 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 57,970 CHF | 59,770 CHF | 100.00% | 100.00% |
12/07/2024 | 3.16% | 1.92 CHF | 1.98 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 56,120 CHF | 57,920 CHF | 99.82% | 99.82% |
11/07/2024 | 3.11% | 1.94 CHF | 2.00 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 57,035 CHF | 58,835 CHF | 99.95% | 99.95% |
10/07/2024 | 3.19% | 1.88 CHF | 1.94 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 55,458 CHF | 57,258 CHF | 100.00% | 100.00% |
09/07/2024 | 3.18% | 1.82 CHF | 1.88 CHF | 30,000 | 30,000 | 29,890 | 29,890 | 55,875 CHF | 57,675 CHF | 99.74% | 99.74% |
08/07/2024 | 3.11% | 1.89 CHF | 1.95 CHF | 30,000 | 30,000 | 29,949 | 29,949 | 57,118 CHF | 58,918 CHF | 99.02% | 99.02% |
05/07/2024 | 3.26% | 1.85 CHF | 1.91 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 54,272 CHF | 56,072 CHF | 99.62% | 99.62% |
04/07/2024 | 3.11% | 1.76 CHF | 1.82 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 52,656 CHF | 54,320 CHF | 99.51% | 99.51% |
03/07/2024 | 2.90% | 1.73 CHF | 1.78 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 51,019 CHF | 52,519 CHF | 100.00% | 100.00% |
02/07/2024 | 3.09% | 1.61 CHF | 1.66 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 47,745 CHF | 49,245 CHF | 99.72% | 99.72% |