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 | 2.03% | 0.68 CHF | 0.70 CHF | 7,000 | 7,000 | 7,000 | 7,000 | 4,920 CHF | 5,021 CHF | 100.00% | 100.00% |
12/07/2024 | 2.22% | 0.73 CHF | 0.74 CHF | 7,000 | 7,000 | 7,000 | 7,000 | 4,908 CHF | 5,019 CHF | 100.00% | 100.00% |
11/07/2024 | 1.73% | 0.71 CHF | 0.72 CHF | 7,000 | 7,000 | 7,000 | 7,000 | 4,754 CHF | 4,837 CHF | 100.00% | 100.00% |
10/07/2024 | 1.65% | 0.66 CHF | 0.67 CHF | 7,000 | 7,000 | 7,000 | 7,000 | 4,509 CHF | 4,584 CHF | 100.00% | 100.00% |
09/07/2024 | 1.82% | 0.63 CHF | 0.64 CHF | 7,000 | 7,000 | 7,000 | 7,000 | 4,708 CHF | 4,794 CHF | 100.00% | 100.00% |
08/07/2024 | 1.81% | 0.68 CHF | 0.69 CHF | 7,000 | 7,000 | 7,000 | 7,000 | 4,786 CHF | 4,874 CHF | 100.00% | 100.00% |
05/07/2024 | 1.66% | 0.69 CHF | 0.71 CHF | 7,000 | 7,000 | 7,000 | 7,000 | 4,916 CHF | 4,998 CHF | 100.00% | 100.00% |
04/07/2024 | 1.69% | 0.69 CHF | 0.70 CHF | 7,000 | 7,000 | 7,000 | 7,000 | 4,945 CHF | 5,029 CHF | 100.00% | 100.00% |
03/07/2024 | 1.66% | 0.70 CHF | 0.71 CHF | 7,000 | 7,000 | 7,000 | 7,000 | 4,778 CHF | 4,858 CHF | 100.00% | 100.00% |
02/07/2024 | 1.84% | 0.65 CHF | 0.66 CHF | 7,000 | 7,000 | 7,000 | 7,000 | 4,472 CHF | 4,555 CHF | 100.00% | 100.00% |