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 | 1.78% | 3.29 CHF | 3.35 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 50,062 CHF | 50,962 CHF | 99.99% | 99.99% |
12/07/2024 | 1.70% | 3.55 CHF | 3.61 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 52,636 CHF | 53,536 CHF | 100.00% | 100.00% |
11/07/2024 | 1.53% | 4.05 CHF | 4.11 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 58,607 CHF | 59,507 CHF | 71.56% | 71.56% |
10/07/2024 | 1.55% | 3.79 CHF | 3.85 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 57,682 CHF | 58,582 CHF | 99.38% | 99.38% |
09/07/2024 | 1.41% | 3.62 CHF | 3.68 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 63,382 CHF | 64,282 CHF | 99.98% | 99.98% |
08/07/2024 | 1.42% | 4.38 CHF | 4.44 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 63,132 CHF | 64,032 CHF | 99.99% | 99.99% |
05/07/2024 | 1.30% | 4.57 CHF | 4.63 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 68,699 CHF | 69,599 CHF | 99.78% | 99.78% |
04/07/2024 | 1.33% | 4.43 CHF | 4.49 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 66,992 CHF | 67,892 CHF | 97.33% | 97.33% |
03/07/2024 | 1.26% | 4.91 CHF | 4.97 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 70,967 CHF | 71,867 CHF | 99.99% | 99.99% |
02/07/2024 | 1.51% | 4.36 CHF | 4.42 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 59,492 CHF | 60,392 CHF | 99.96% | 99.96% |