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 | 0.68% | 2.11 CHF | 2.13 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 33,421 CHF | 33,648 CHF | 100.00% | 100.00% |
12/07/2024 | 0.70% | 2.18 CHF | 2.20 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 34,083 CHF | 34,321 CHF | 100.00% | 100.00% |
11/07/2024 | 0.52% | 2.41 CHF | 2.42 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 34,678 CHF | 34,860 CHF | 100.00% | 100.00% |
10/07/2024 | 0.56% | 2.18 CHF | 2.19 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 33,324 CHF | 33,511 CHF | 100.00% | 100.00% |
09/07/2024 | 0.55% | 2.24 CHF | 2.26 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 34,686 CHF | 34,877 CHF | 100.00% | 100.00% |
08/07/2024 | 0.55% | 2.28 CHF | 2.29 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 35,815 CHF | 36,013 CHF | 100.00% | 100.00% |
05/07/2024 | 0.54% | 2.43 CHF | 2.44 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 36,460 CHF | 36,657 CHF | 100.00% | 100.00% |
04/07/2024 | 0.52% | 2.28 CHF | 2.29 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 45,349 CHF | 45,585 CHF | 100.00% | 100.00% |
03/07/2024 | 0.55% | 2.07 CHF | 2.08 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 41,548 CHF | 41,776 CHF | 100.00% | 100.00% |
02/07/2024 | 0.54% | 1.99 CHF | 2.00 CHF | 20,000 | 20,000 | 17,010 | 17,010 | 32,254 CHF | 32,429 CHF | 100.00% | 100.00% |