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 | 0.80% | 1.40 CHF | 1.41 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 22,037 CHF | 22,214 CHF | 100.00% | 100.00% |
12/07/2024 | 0.87% | 1.43 CHF | 1.45 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 21,063 CHF | 21,247 CHF | 100.00% | 100.00% |
11/07/2024 | 0.68% | 1.50 CHF | 1.51 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 22,557 CHF | 22,712 CHF | 100.00% | 100.00% |
10/07/2024 | 0.70% | 1.48 CHF | 1.49 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 28,360 CHF | 28,560 CHF | 100.00% | 100.00% |
09/07/2024 | 0.73% | 1.33 CHF | 1.34 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 27,126 CHF | 27,326 CHF | 100.00% | 100.00% |
08/07/2024 | 0.74% | 1.30 CHF | 1.31 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 26,887 CHF | 27,087 CHF | 100.00% | 100.00% |
05/07/2024 | 0.83% | 1.15 CHF | 1.16 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 23,873 CHF | 24,073 CHF | 100.00% | 100.00% |
04/07/2024 | 0.85% | 1.19 CHF | 1.20 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 29,458 CHF | 29,708 CHF | 100.00% | 100.00% |
03/07/2024 | 0.96% | 1.06 CHF | 1.07 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 20,760 CHF | 20,960 CHF | 100.00% | 100.00% |
02/07/2024 | 0.87% | 1.20 CHF | 1.21 CHF | 20,000 | 20,000 | 17,009 | 17,009 | 19,456 CHF | 19,626 CHF | 100.00% | 100.00% |