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 | 0.49% | 2.13 CHF | 2.14 CHF | 30,000 | 20,000 | 30,000 | 20,000 | 61,684 CHF | 41,323 CHF | 97.09% | 97.09% |
12/07/2024 | 0.49% | 2.09 CHF | 2.10 CHF | 30,000 | 10,000 | 30,000 | 10,000 | 61,057 CHF | 20,452 CHF | 99.01% | 99.01% |
11/07/2024 | 0.50% | 1.95 CHF | 1.96 CHF | 30,000 | 20,000 | 30,000 | 20,000 | 60,496 CHF | 40,530 CHF | 99.08% | 99.08% |
10/07/2024 | 0.48% | 2.11 CHF | 2.12 CHF | 30,000 | 20,000 | 30,000 | 20,000 | 62,425 CHF | 41,817 CHF | 100.00% | 100.00% |
09/07/2024 | 0.49% | 2.07 CHF | 2.08 CHF | 30,000 | 20,000 | 30,000 | 20,000 | 60,665 CHF | 40,643 CHF | 100.00% | 100.00% |
08/07/2024 | 0.50% | 2.05 CHF | 2.06 CHF | 30,000 | 10,000 | 30,000 | 10,000 | 59,363 CHF | 19,888 CHF | 100.00% | 100.00% |
05/07/2024 | 0.51% | 1.95 CHF | 1.96 CHF | 30,000 | 20,000 | 30,000 | 20,000 | 58,647 CHF | 39,298 CHF | 98.86% | 98.86% |
04/07/2024 | 0.48% | 2.05 CHF | 2.06 CHF | 30,000 | 20,000 | 30,000 | 20,000 | 61,777 CHF | 41,384 CHF | 100.00% | 100.00% |
03/07/2024 | 0.45% | 2.20 CHF | 2.21 CHF | 30,000 | 20,000 | 30,000 | 20,000 | 65,883 CHF | 44,122 CHF | 82.74% | 82.74% |
02/07/2024 | 0.43% | 2.26 CHF | 2.27 CHF | 30,000 | 20,000 | 30,000 | 20,000 | 69,884 CHF | 46,790 CHF | 99.14% | 99.14% |