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 | 1.56% | 2.19 CHF | 2.20 CHF | 30,000 | 10,000 | 30,000 | 5,908 | 63,961 CHF | 12,824 CHF | 88.31% | 88.31% |
12/07/2024 | 1.83% | 2.10 CHF | 2.11 CHF | 30,000 | 10,000 | 30,000 | 5,819 | 56,068 CHF | 11,195 CHF | 98.67% | 98.67% |
11/07/2024 | 1.75% | 2.02 CHF | 2.03 CHF | 30,000 | 10,000 | 30,000 | 5,801 | 58,300 CHF | 11,542 CHF | 99.07% | 99.07% |
10/07/2024 | 1.74% | 1.42 CHF | 1.43 CHF | 40,000 | 10,000 | 31,702 | 5,804 | 59,156 CHF | 10,713 CHF | 99.62% | 99.62% |
09/07/2024 | 1.40% | 1.95 CHF | 1.96 CHF | 30,000 | 10,000 | 28,702 | 5,804 | 67,753 CHF | 13,508 CHF | 99.62% | 99.62% |
08/07/2024 | 0.66% | 2.60 CHF | 2.61 CHF | 20,000 | 10,000 | 20,000 | 5,847 | 56,170 CHF | 16,361 CHF | 94.61% | 94.61% |
05/07/2024 | 0.67% | 3.11 CHF | 3.12 CHF | 20,000 | 10,000 | 20,000 | 5,823 | 56,568 CHF | 16,852 CHF | 98.31% | 98.31% |
04/07/2024 | 0.70% | 2.70 CHF | 2.71 CHF | 20,000 | 10,000 | 20,000 | 5,814 | 53,655 CHF | 15,689 CHF | 99.16% | 99.16% |
03/07/2024 | 0.78% | 2.73 CHF | 2.74 CHF | 20,000 | 10,000 | 27,871 | 5,810 | 66,639 CHF | 14,354 CHF | 99.56% | 99.56% |
02/07/2024 | 0.85% | 2.27 CHF | 2.28 CHF | 30,000 | 10,000 | 30,000 | 5,812 | 66,192 CHF | 12,952 CHF | 98.95% | 98.95% |