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 | 0.99% | 2.17 CHF | 2.19 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 66,122 CHF | 55,648 CHF | 99.68% | 99.68% |
12/07/2024 | 1.08% | 2.18 CHF | 2.21 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 63,170 CHF | 53,210 CHF | 99.01% | 99.01% |
11/07/2024 | 1.05% | 2.08 CHF | 2.10 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 60,760 CHF | 51,169 CHF | 99.08% | 99.08% |
10/07/2024 | 1.11% | 1.97 CHF | 1.99 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 57,720 CHF | 48,638 CHF | 100.00% | 100.00% |
09/07/2024 | 1.09% | 1.87 CHF | 1.89 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 57,938 CHF | 48,810 CHF | 100.00% | 100.00% |
08/07/2024 | 1.12% | 1.89 CHF | 1.92 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 57,726 CHF | 48,648 CHF | 100.00% | 100.00% |
05/07/2024 | 1.17% | 1.86 CHF | 1.88 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 55,483 CHF | 46,781 CHF | 98.98% | 98.98% |
04/07/2024 | 1.27% | 1.74 CHF | 1.76 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 51,992 CHF | 43,881 CHF | 100.00% | 100.00% |
03/07/2024 | 1.35% | 1.66 CHF | 1.68 CHF | 40,000 | 25,000 | 31,874 | 25,000 | 53,715 CHF | 42,750 CHF | 99.15% | 99.15% |
02/07/2024 | 1.30% | 1.59 CHF | 1.61 CHF | 40,000 | 25,000 | 40,000 | 25,000 | 61,009 CHF | 38,630 CHF | 100.00% | 100.00% |