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 | 1.25% | 6.30 CHF | 6.38 CHF | 10,000 | 7,500 | 10,000 | 7,500 | 64,189 CHF | 48,745 CHF | 95.09% | 95.09% |
12/07/2024 | 1.20% | 6.36 CHF | 6.44 CHF | 10,000 | 7,500 | 10,000 | 7,500 | 63,248 CHF | 48,011 CHF | 99.01% | 99.01% |
11/07/2024 | 1.21% | 6.15 CHF | 6.23 CHF | 10,000 | 7,500 | 10,000 | 7,500 | 61,091 CHF | 46,376 CHF | 98.96% | 98.96% |
10/07/2024 | 1.17% | 5.84 CHF | 5.91 CHF | 10,000 | 7,500 | 10,000 | 7,500 | 56,742 CHF | 43,059 CHF | 99.37% | 99.37% |
09/07/2024 | 1.30% | 5.45 CHF | 5.52 CHF | 10,000 | 7,500 | 10,000 | 7,500 | 54,288 CHF | 41,251 CHF | 99.76% | 99.76% |
08/07/2024 | 1.21% | 5.69 CHF | 5.76 CHF | 10,000 | 7,500 | 10,000 | 7,500 | 57,291 CHF | 43,494 CHF | 99.92% | 99.92% |
05/07/2024 | 1.24% | 5.61 CHF | 5.68 CHF | 10,000 | 7,500 | 10,000 | 7,500 | 56,792 CHF | 43,125 CHF | 98.90% | 98.90% |
04/07/2024 | 1.21% | 5.79 CHF | 5.86 CHF | 10,000 | 7,500 | 10,000 | 7,500 | 58,296 CHF | 44,255 CHF | 100.00% | 100.00% |
03/07/2024 | - | - CHF | - CHF | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
02/07/2024 | 1.37% | 5.28 CHF | 5.35 CHF | 10,000 | 7,500 | 12,501 | 7,500 | 63,111 CHF | 38,542 CHF | 100.00% | 100.00% |