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 | 2.08% | 4.15 CHF | 4.24 CHF | 4,000 | 4,000 | 4,000 | 4,000 | 16,108 CHF | 16,446 CHF | 100.00% | 100.00% |
12/07/2024 | 2.11% | 3.86 CHF | 3.94 CHF | 4,000 | 4,000 | 4,000 | 4,000 | 16,146 CHF | 16,490 CHF | 100.00% | 100.00% |
11/07/2024 | 0.89% | 4.01 CHF | 4.05 CHF | 8,000 | 8,000 | 8,000 | 8,000 | 30,150 CHF | 30,419 CHF | 100.00% | 100.00% |
10/07/2024 | 1.53% | 2.37 CHF | 2.41 CHF | 7,000 | 7,000 | 7,000 | 7,000 | 17,710 CHF | 17,983 CHF | 100.00% | 100.00% |
09/07/2024 | 1.63% | 2.55 CHF | 2.60 CHF | 6,000 | 6,000 | 6,000 | 6,000 | 15,813 CHF | 16,073 CHF | 100.00% | 100.00% |
08/07/2024 | 1.65% | 2.95 CHF | 3.00 CHF | 6,000 | 6,000 | 6,000 | 6,000 | 16,686 CHF | 16,963 CHF | 100.00% | 100.00% |
05/07/2024 | 1.50% | 3.03 CHF | 3.07 CHF | 6,000 | 6,000 | 6,000 | 6,000 | 17,793 CHF | 18,062 CHF | 100.00% | 100.00% |
04/07/2024 | 1.50% | 2.98 CHF | 3.02 CHF | 6,000 | 6,000 | 6,000 | 6,000 | 17,664 CHF | 17,931 CHF | 100.00% | 100.00% |
03/07/2024 | 1.58% | 2.97 CHF | 3.02 CHF | 6,000 | 6,000 | 6,000 | 6,000 | 18,459 CHF | 18,753 CHF | 100.00% | 100.00% |
02/07/2024 | 1.62% | 3.13 CHF | 3.19 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 16,856 CHF | 17,131 CHF | 100.00% | 100.00% |