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 | 2.46% | 2.79 CHF | 2.85 CHF | 20,000 | 10,000 | 20,000 | 10,000 | 53,030 CHF | 27,174 CHF | 97.10% | 97.10% |
12/07/2024 | 2.38% | 2.68 CHF | 2.74 CHF | 20,000 | 10,000 | 20,407 | 10,000 | 53,483 CHF | 26,865 CHF | 99.01% | 99.01% |
11/07/2024 | 2.68% | 2.51 CHF | 2.59 CHF | 20,000 | 10,000 | 20,036 | 10,000 | 55,569 CHF | 28,492 CHF | 99.07% | 99.07% |
10/07/2024 | 2.48% | 3.08 CHF | 3.16 CHF | 20,000 | 10,000 | 20,000 | 10,000 | 65,421 CHF | 33,532 CHF | 98.61% | 98.61% |
09/07/2024 | 2.86% | 3.34 CHF | 3.43 CHF | 20,000 | 10,000 | 20,000 | 10,000 | 59,627 CHF | 30,676 CHF | 99.30% | 99.30% |
08/07/2024 | 2.50% | 3.52 CHF | 3.60 CHF | 20,000 | 10,000 | 20,000 | 10,000 | 68,510 CHF | 35,123 CHF | 100.00% | 100.00% |
05/07/2024 | 2.62% | 3.44 CHF | 3.53 CHF | 20,000 | 7,500 | 20,000 | 7,500 | 68,758 CHF | 26,468 CHF | 98.86% | 98.86% |
04/07/2024 | 2.59% | 3.52 CHF | 3.62 CHF | 20,000 | 7,500 | 20,000 | 7,500 | 71,897 CHF | 27,669 CHF | 97.22% | 97.22% |
03/07/2024 | 3.03% | 3.74 CHF | 3.85 CHF | 20,000 | 7,500 | 20,000 | 7,500 | 73,911 CHF | 28,566 CHF | 91.04% | 91.04% |
02/07/2024 | 2.17% | 4.71 CHF | 4.82 CHF | 20,000 | 7,500 | 13,637 | 7,500 | 67,618 CHF | 38,446 CHF | 98.58% | 98.58% |