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 | 0.63% | 4.34 CHF | 4.37 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 43,329 CHF | 43,601 CHF | 100.00% | 100.00% |
12/07/2024 | 0.64% | 4.16 CHF | 4.18 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 58,439 CHF | 58,813 CHF | 100.00% | 100.00% |
11/07/2024 | 0.57% | 3.76 CHF | 3.78 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 53,440 CHF | 53,747 CHF | 100.00% | 100.00% |
10/07/2024 | 0.65% | 3.21 CHF | 3.23 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 46,427 CHF | 46,728 CHF | 100.00% | 100.00% |
09/07/2024 | 0.63% | 3.21 CHF | 3.23 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 52,138 CHF | 52,466 CHF | 100.00% | 100.00% |
08/07/2024 | 0.56% | 3.46 CHF | 3.48 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 51,319 CHF | 51,605 CHF | 100.00% | 100.00% |
05/07/2024 | 0.64% | 2.96 CHF | 2.98 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 47,946 CHF | 48,255 CHF | 100.00% | 100.00% |
04/07/2024 | 0.58% | 3.16 CHF | 3.17 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 46,463 CHF | 46,733 CHF | 100.00% | 100.00% |
03/07/2024 | 0.59% | 2.80 CHF | 2.82 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 53,756 CHF | 54,073 CHF | 100.00% | 100.00% |
02/07/2024 | 0.81% | 2.47 CHF | 2.49 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 34,531 CHF | 34,812 CHF | 100.00% | 100.00% |