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 | 0.99% | 1.33 CHF | 1.34 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 19,533 CHF | 19,726 CHF | 100.00% | 100.00% |
12/07/2024 | 0.96% | 1.27 CHF | 1.28 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 19,051 CHF | 19,236 CHF | 100.00% | 100.00% |
11/07/2024 | 0.80% | 1.27 CHF | 1.28 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 18,756 CHF | 18,906 CHF | 100.00% | 100.00% |
10/07/2024 | 0.78% | 1.28 CHF | 1.29 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 19,200 CHF | 19,350 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 1.30 CHF | 1.31 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 18,751 CHF | 18,901 CHF | 100.00% | 100.00% |
08/07/2024 | 0.81% | 1.22 CHF | 1.23 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 18,337 CHF | 18,487 CHF | 100.00% | 100.00% |
05/07/2024 | 0.76% | 1.29 CHF | 1.30 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 19,730 CHF | 19,880 CHF | 100.00% | 100.00% |
04/07/2024 | 0.73% | 1.39 CHF | 1.40 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 20,415 CHF | 20,565 CHF | 100.00% | 100.00% |
03/07/2024 | 0.72% | 1.38 CHF | 1.39 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 20,675 CHF | 20,825 CHF | 100.00% | 100.00% |
02/07/2024 | 0.71% | 1.37 CHF | 1.38 CHF | 15,000 | 15,000 | 12,010 | 12,010 | 16,796 CHF | 16,916 CHF | 100.00% | 100.00% |