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 | 1.89% | 2.36 CHF | 2.41 CHF | 3,000 | 3,000 | 3,000 | 3,000 | 7,263 CHF | 7,401 CHF | 100.00% | 100.00% |
12/07/2024 | 1.82% | 2.55 CHF | 2.59 CHF | 3,000 | 3,000 | 3,000 | 3,000 | 7,160 CHF | 7,291 CHF | 100.00% | 100.00% |
11/07/2024 | 1.45% | 2.43 CHF | 2.46 CHF | 3,000 | 3,000 | 3,000 | 3,000 | 6,794 CHF | 6,893 CHF | 100.00% | 100.00% |
10/07/2024 | 1.48% | 2.14 CHF | 2.17 CHF | 3,000 | 3,000 | 3,000 | 3,000 | 6,329 CHF | 6,424 CHF | 100.00% | 100.00% |
09/07/2024 | 1.50% | 2.06 CHF | 2.09 CHF | 3,000 | 3,000 | 3,000 | 3,000 | 6,583 CHF | 6,683 CHF | 100.00% | 100.00% |
08/07/2024 | 1.56% | 2.21 CHF | 2.25 CHF | 3,000 | 3,000 | 3,000 | 3,000 | 6,647 CHF | 6,751 CHF | 100.00% | 100.00% |
05/07/2024 | 1.42% | 2.34 CHF | 2.38 CHF | 3,000 | 3,000 | 3,000 | 3,000 | 7,347 CHF | 7,452 CHF | 100.00% | 100.00% |
04/07/2024 | 1.40% | 2.35 CHF | 2.38 CHF | 3,000 | 3,000 | 3,000 | 3,000 | 7,113 CHF | 7,213 CHF | 100.00% | 100.00% |
03/07/2024 | 1.35% | 2.27 CHF | 2.30 CHF | 3,000 | 3,000 | 3,000 | 3,000 | 6,671 CHF | 6,762 CHF | 100.00% | 100.00% |
02/07/2024 | 1.66% | 1.99 CHF | 2.02 CHF | 3,000 | 3,000 | 3,000 | 3,000 | 5,839 CHF | 5,937 CHF | 100.00% | 100.00% |