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 | 1.72% | 7.99 CHF | 8.07 CHF | 10,000 | 10,000 | 10,000 | 5,807 | 80,776 CHF | 47,542 CHF | 99.34% | 99.34% |
12/07/2024 | 1.76% | 7.72 CHF | 7.79 CHF | 10,000 | 10,000 | 10,000 | 6,068 | 75,785 CHF | 46,873 CHF | 99.63% | 99.63% |
11/07/2024 | 1.78% | 7.24 CHF | 7.31 CHF | 10,000 | 10,000 | 10,000 | 6,141 | 74,826 CHF | 46,475 CHF | 93.15% | 93.15% |
10/07/2024 | 1.83% | 7.29 CHF | 7.37 CHF | 10,000 | 10,000 | 10,000 | 6,002 | 74,217 CHF | 44,983 CHF | 80.04% | 80.04% |
09/07/2024 | 1.75% | 7.73 CHF | 7.80 CHF | 10,000 | 10,000 | 10,000 | 5,805 | 80,315 CHF | 47,173 CHF | 99.62% | 99.62% |
08/07/2024 | 1.74% | 8.41 CHF | 8.49 CHF | 10,000 | 7,500 | 10,000 | 5,271 | 86,381 CHF | 46,264 CHF | 99.63% | 99.63% |
05/07/2024 | 1.72% | 8.69 CHF | 8.77 CHF | 10,000 | 7,500 | 10,000 | 5,279 | 85,679 CHF | 45,963 CHF | 98.32% | 98.32% |
04/07/2024 | 1.71% | 8.62 CHF | 8.70 CHF | 10,000 | 7,500 | 10,000 | 5,340 | 85,333 CHF | 46,324 CHF | 88.23% | 88.23% |
03/07/2024 | 1.73% | 8.55 CHF | 8.63 CHF | 10,000 | 7,500 | 10,000 | 5,276 | 84,568 CHF | 45,397 CHF | 99.63% | 99.63% |
02/07/2024 | 1.79% | 7.97 CHF | 8.05 CHF | 10,000 | 10,000 | 10,000 | 6,067 | 76,557 CHF | 47,458 CHF | 99.62% | 99.62% |