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 | 4.38% | 2.01 CHF | 2.06 CHF | 30,000 | 20,000 | 30,000 | 7,488 | 59,548 CHF | 15,381 CHF | 98.83% | 98.83% |
12/07/2024 | 4.76% | 1.93 CHF | 1.98 CHF | 30,000 | 20,000 | 30,000 | 8,187 | 53,885 CHF | 15,643 CHF | 82.63% | 82.63% |
11/07/2024 | 4.93% | 1.82 CHF | 1.87 CHF | 30,000 | 20,000 | 30,000 | 7,484 | 53,008 CHF | 13,866 CHF | 99.07% | 99.07% |
10/07/2024 | 5.28% | 1.73 CHF | 1.78 CHF | 30,000 | 20,000 | 37,828 | 7,476 | 62,329 CHF | 13,151 CHF | 99.55% | 99.55% |
09/07/2024 | 5.54% | 1.56 CHF | 1.61 CHF | 40,000 | 20,000 | 40,000 | 7,473 | 62,456 CHF | 12,207 CHF | 99.61% | 99.61% |
08/07/2024 | 5.65% | 1.53 CHF | 1.58 CHF | 40,000 | 20,000 | 40,000 | 7,473 | 61,335 CHF | 12,051 CHF | 99.61% | 99.61% |
05/07/2024 | 5.15% | 1.70 CHF | 1.75 CHF | 30,000 | 20,000 | 38,590 | 8,786 | 62,205 CHF | 14,999 CHF | 72.29% | 72.29% |
04/07/2024 | 6.30% | 1.56 CHF | 1.66 CHF | 40,000 | 4,000 | 40,000 | 4,000 | 61,533 CHF | 6,553 CHF | 93.15% | 93.15% |
03/07/2024 | 6.22% | 1.57 CHF | 1.62 CHF | 40,000 | 30,000 | 40,000 | 11,153 | 56,139 CHF | 17,051 CHF | 99.31% | 99.31% |
02/07/2024 | 6.63% | 1.29 CHF | 1.34 CHF | 40,000 | 30,000 | 40,000 | 11,148 | 52,074 CHF | 15,416 CHF | 99.27% | 99.27% |