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 | 0.72% | 7.06 CHF | 7.11 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 143,418 CHF | 144,456 CHF | 98.07% | 98.07% |
12/07/2024 | 0.74% | 6.99 CHF | 7.04 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 138,599 CHF | 139,627 CHF | 98.63% | 98.63% |
11/07/2024 | 0.74% | 6.96 CHF | 7.01 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 141,467 CHF | 142,513 CHF | 96.68% | 96.68% |
10/07/2024 | 0.75% | 6.91 CHF | 6.96 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 135,654 CHF | 136,677 CHF | 100.00% | 100.00% |
09/07/2024 | 0.72% | 6.95 CHF | 7.00 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 139,362 CHF | 140,372 CHF | 100.00% | 100.00% |
08/07/2024 | 0.68% | 6.83 CHF | 6.87 CHF | 20,000 | 20,000 | 19,883 | 19,883 | 130,351 CHF | 131,242 CHF | 99.97% | 99.97% |
05/07/2024 | 1.06% | 6.01 CHF | 6.07 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 61,215 CHF | 61,868 CHF | 99.52% | 99.52% |
04/07/2024 | 1.07% | 6.13 CHF | 6.20 CHF | 12,500 | 12,500 | 12,500 | 12,500 | 75,918 CHF | 76,732 CHF | 100.00% | 100.00% |
03/07/2024 | 1.14% | 5.86 CHF | 5.93 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 58,712 CHF | 59,385 CHF | 99.71% | 99.71% |
02/07/2024 | 1.24% | 6.21 CHF | 6.28 CHF | 10,000 | 10,000 | 11,638 | 11,638 | 70,377 CHF | 71,209 CHF | 90.66% | 90.66% |