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 | 2.30% | 1.37 CHF | 1.40 CHF | 3,000 | 3,000 | 3,000 | 3,000 | 4,092 CHF | 4,187 CHF | 100.00% | 100.00% |
12/07/2024 | 3.20% | 1.43 CHF | 1.48 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 2,876 CHF | 2,969 CHF | 99.66% | 99.66% |
11/07/2024 | 1.67% | 1.91 CHF | 1.94 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 4,105 CHF | 4,174 CHF | 100.00% | 100.00% |
10/07/2024 | 1.78% | 2.07 CHF | 2.11 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 4,225 CHF | 4,301 CHF | 100.00% | 100.00% |
09/07/2024 | 1.74% | 2.10 CHF | 2.13 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 4,099 CHF | 4,171 CHF | 100.00% | 100.00% |
08/07/2024 | 1.81% | 2.04 CHF | 2.08 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 4,116 CHF | 4,191 CHF | 100.00% | 100.00% |
05/07/2024 | 1.62% | 2.09 CHF | 2.12 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 4,003 CHF | 4,068 CHF | 100.00% | 100.00% |
04/07/2024 | 1.77% | 2.02 CHF | 2.06 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 4,114 CHF | 4,187 CHF | 100.00% | 100.00% |
03/07/2024 | 1.62% | 2.07 CHF | 2.11 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 4,193 CHF | 4,261 CHF | 100.00% | 100.00% |
02/07/2024 | 1.77% | 2.04 CHF | 2.08 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 4,055 CHF | 4,127 CHF | 100.00% | 100.00% |