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 | 2.12% | 2.84 CHF | 2.90 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 41,959 CHF | 42,859 CHF | 100.00% | 100.00% |
12/07/2024 | 2.25% | 2.59 CHF | 2.65 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 39,620 CHF | 40,520 CHF | 100.00% | 100.00% |
11/07/2024 | 2.65% | 2.09 CHF | 2.15 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 33,732 CHF | 34,632 CHF | 71.56% | 71.56% |
10/07/2024 | 2.55% | 2.39 CHF | 2.45 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 34,949 CHF | 35,849 CHF | 99.38% | 99.38% |
09/07/2024 | 3.04% | 2.56 CHF | 2.62 CHF | 15,000 | 15,000 | 14,997 | 14,997 | 29,274 CHF | 30,174 CHF | 99.98% | 99.98% |
08/07/2024 | 3.03% | 1.79 CHF | 1.85 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 29,353 CHF | 30,253 CHF | 99.99% | 99.99% |
05/07/2024 | 3.67% | 1.62 CHF | 1.68 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 24,187 CHF | 25,087 CHF | 99.77% | 99.77% |
04/07/2024 | 3.39% | 1.77 CHF | 1.83 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 26,156 CHF | 27,056 CHF | 97.33% | 97.33% |
03/07/2024 | 3.98% | 1.31 CHF | 1.37 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 22,454 CHF | 23,354 CHF | 99.99% | 99.99% |
02/07/2024 | 2.63% | 1.88 CHF | 1.94 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 34,120 CHF | 35,020 CHF | 99.95% | 99.95% |