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 | 1.74% | 3.38 CHF | 3.44 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 51,373 CHF | 52,273 CHF | 100.00% | 100.00% |
12/07/2024 | 1.65% | 3.64 CHF | 3.70 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 53,957 CHF | 54,857 CHF | 100.00% | 100.00% |
11/07/2024 | 1.49% | 4.14 CHF | 4.20 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 59,931 CHF | 60,831 CHF | 71.56% | 71.56% |
10/07/2024 | 1.51% | 3.88 CHF | 3.94 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 59,008 CHF | 59,907 CHF | 99.38% | 99.38% |
09/07/2024 | 1.38% | 3.71 CHF | 3.77 CHF | 15,000 | 15,000 | 14,997 | 14,997 | 64,692 CHF | 65,592 CHF | 99.99% | 99.99% |
08/07/2024 | 1.39% | 4.47 CHF | 4.53 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 64,449 CHF | 65,349 CHF | 99.99% | 99.99% |
05/07/2024 | 1.28% | 4.66 CHF | 4.72 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 70,018 CHF | 70,918 CHF | 99.77% | 99.77% |
04/07/2024 | 1.31% | 4.52 CHF | 4.58 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 68,313 CHF | 69,213 CHF | 97.33% | 97.33% |
03/07/2024 | 1.24% | 4.99 CHF | 5.05 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 72,288 CHF | 73,187 CHF | 100.00% | 100.00% |
02/07/2024 | 1.47% | 4.45 CHF | 4.51 CHF | 15,000 | 15,000 | 15,000 | 14,979 | 60,814 CHF | 61,629 CHF | 99.95% | 99.95% |