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 | 0.56% | 6.43 CHF | 6.45 CHF | 30,000 | 30,000 | 14,569 | 11,483 | 91,875 CHF | 72,785 CHF | 94.56% | 94.56% |
12/07/2024 | 0.62% | 6.03 CHF | 6.05 CHF | 30,000 | 30,000 | 14,414 | 11,297 | 83,373 CHF | 66,031 CHF | 97.99% | 97.99% |
11/07/2024 | 0.58% | 5.54 CHF | 5.56 CHF | 30,000 | 30,000 | 14,358 | 11,230 | 85,861 CHF | 67,002 CHF | 99.18% | 99.18% |
10/07/2024 | 0.61% | 5.97 CHF | 5.99 CHF | 30,000 | 30,000 | 14,523 | 11,427 | 85,612 CHF | 67,941 CHF | 95.61% | 95.61% |
09/07/2024 | 0.63% | 5.68 CHF | 5.70 CHF | 30,000 | 30,000 | 14,340 | 11,208 | 81,495 CHF | 64,052 CHF | 99.60% | 99.60% |
08/07/2024 | 0.64% | 5.52 CHF | 5.54 CHF | 30,000 | 30,000 | 14,342 | 11,210 | 79,015 CHF | 61,776 CHF | 99.62% | 99.62% |
05/07/2024 | 0.69% | 5.38 CHF | 5.40 CHF | 30,000 | 30,000 | 14,532 | 11,438 | 75,723 CHF | 60,294 CHF | 95.13% | 95.13% |
04/07/2024 | 0.79% | 5.09 CHF | 5.13 CHF | 10,000 | 6,000 | 10,000 | 6,000 | 50,633 CHF | 30,620 CHF | 94.10% | 94.10% |
03/07/2024 | 0.72% | 5.03 CHF | 5.05 CHF | 30,000 | 30,000 | 22,171 | 11,210 | 110,064 CHF | 56,156 CHF | 99.62% | 99.62% |
02/07/2024 | 0.76% | 4.99 CHF | 5.01 CHF | 30,000 | 30,000 | 22,168 | 11,203 | 104,270 CHF | 53,771 CHF | 99.58% | 99.58% |