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 | 2.37% | 2.34 CHF | 2.40 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 24,614 CHF | 25,205 CHF | 97.10% | 97.10% |
12/07/2024 | 2.43% | 2.45 CHF | 2.51 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 25,020 CHF | 25,636 CHF | 99.01% | 99.01% |
11/07/2024 | 2.16% | 2.59 CHF | 2.64 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 24,080 CHF | 24,606 CHF | 99.08% | 99.08% |
10/07/2024 | 2.32% | 2.19 CHF | 2.24 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 41,628 CHF | 42,605 CHF | 98.61% | 98.61% |
09/07/2024 | 2.10% | 2.04 CHF | 2.09 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 44,767 CHF | 45,715 CHF | 99.29% | 99.29% |
08/07/2024 | 2.34% | 1.95 CHF | 1.99 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 39,907 CHF | 40,850 CHF | 100.00% | 100.00% |
05/07/2024 | 2.18% | 1.99 CHF | 2.03 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 39,812 CHF | 40,688 CHF | 98.86% | 98.86% |
04/07/2024 | 2.22% | 1.94 CHF | 1.99 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 38,227 CHF | 39,084 CHF | 97.22% | 97.22% |
03/07/2024 | 1.98% | 1.83 CHF | 1.87 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 36,861 CHF | 37,595 CHF | 91.04% | 91.04% |
02/07/2024 | 2.69% | 1.51 CHF | 1.55 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 28,158 CHF | 28,925 CHF | 98.62% | 98.62% |