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 | 2.71% | 2.23 CHF | 2.29 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 32,821 CHF | 33,721 CHF | 100.00% | 100.00% |
12/07/2024 | 2.91% | 1.98 CHF | 2.04 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 30,473 CHF | 31,373 CHF | 100.00% | 100.00% |
11/07/2024 | 3.63% | 1.48 CHF | 1.54 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 24,580 CHF | 25,480 CHF | 71.56% | 71.56% |
10/07/2024 | 3.44% | 1.78 CHF | 1.84 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 25,773 CHF | 26,673 CHF | 99.38% | 99.38% |
09/07/2024 | 4.39% | 1.95 CHF | 2.01 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 20,172 CHF | 21,072 CHF | 99.99% | 99.99% |
08/07/2024 | 4.36% | 1.21 CHF | 1.27 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 20,340 CHF | 21,240 CHF | 99.99% | 99.99% |
05/07/2024 | 5.45% | 1.08 CHF | 1.14 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 16,152 CHF | 17,052 CHF | 99.79% | 99.79% |
04/07/2024 | 4.99% | 1.19 CHF | 1.25 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 17,610 CHF | 18,510 CHF | 97.33% | 97.33% |
03/07/2024 | 5.95% | 0.85 CHF | 0.91 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 14,901 CHF | 15,801 CHF | 100.00% | 100.00% |
02/07/2024 | 3.61% | 1.27 CHF | 1.33 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 24,891 CHF | 25,791 CHF | 99.95% | 99.95% |