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% | 8.56 CHF | 8.59 CHF | 20,000 | 20,000 | 12,284 | 7,655 | 102,742 CHF | 64,437 CHF | 94.55% | 94.55% |
12/07/2024 | 0.72% | 7.92 CHF | 7.95 CHF | 20,000 | 20,000 | 12,206 | 7,530 | 91,282 CHF | 57,333 CHF | 97.97% | 97.97% |
11/07/2024 | 0.66% | 7.12 CHF | 7.15 CHF | 20,000 | 20,000 | 12,178 | 7,485 | 96,239 CHF | 58,569 CHF | 99.16% | 99.16% |
10/07/2024 | 0.70% | 7.83 CHF | 7.86 CHF | 20,000 | 20,000 | 12,261 | 7,618 | 94,213 CHF | 59,340 CHF | 95.60% | 95.60% |
09/07/2024 | 0.72% | 7.36 CHF | 7.39 CHF | 20,000 | 20,000 | 12,167 | 7,467 | 89,609 CHF | 55,385 CHF | 99.56% | 99.56% |
08/07/2024 | 0.74% | 7.11 CHF | 7.14 CHF | 20,000 | 20,000 | 12,171 | 7,473 | 86,744 CHF | 53,001 CHF | 99.61% | 99.61% |
05/07/2024 | 0.82% | 6.89 CHF | 6.92 CHF | 20,000 | 20,000 | 12,268 | 7,628 | 80,716 CHF | 51,204 CHF | 95.15% | 95.15% |
04/07/2024 | 0.94% | 6.43 CHF | 6.49 CHF | 10,000 | 4,000 | 10,000 | 4,000 | 63,830 CHF | 25,772 CHF | 94.10% | 94.10% |
03/07/2024 | 0.86% | 6.33 CHF | 6.36 CHF | 20,000 | 20,000 | 12,171 | 7,473 | 75,828 CHF | 47,038 CHF | 99.61% | 99.61% |
02/07/2024 | 0.93% | 6.27 CHF | 6.30 CHF | 20,000 | 20,000 | 12,170 | 7,473 | 71,098 CHF | 44,583 CHF | 99.61% | 99.61% |