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 | 1.08% | 8.61 CHF | 8.66 CHF | 30,000 | 30,000 | 14,355 | 11,226 | 119,403 CHF | 94,701 CHF | 99.32% | 99.32% |
12/07/2024 | 1.07% | 8.31 CHF | 8.36 CHF | 30,000 | 30,000 | 14,344 | 11,212 | 118,763 CHF | 93,649 CHF | 99.65% | 99.65% |
11/07/2024 | 1.93% | 8.47 CHF | 8.57 CHF | 20,000 | 20,000 | 12,176 | 7,481 | 110,122 CHF | 68,019 CHF | 99.15% | 99.15% |
10/07/2024 | 1.96% | 9.11 CHF | 9.21 CHF | 20,000 | 20,000 | 12,174 | 7,478 | 110,178 CHF | 69,004 CHF | 99.59% | 99.59% |
09/07/2024 | 1.96% | 9.11 CHF | 9.21 CHF | 20,000 | 20,000 | 12,172 | 7,476 | 109,960 CHF | 68,965 CHF | 99.65% | 99.65% |
08/07/2024 | 1.96% | 9.00 CHF | 9.10 CHF | 20,000 | 20,000 | 12,170 | 7,472 | 109,260 CHF | 67,783 CHF | 99.63% | 99.63% |
05/07/2024 | 1.03% | 9.15 CHF | 9.20 CHF | 20,000 | 20,000 | 12,201 | 7,521 | 106,025 CHF | 66,795 CHF | 98.33% | 98.33% |
04/07/2024 | 1.18% | 8.47 CHF | 8.57 CHF | 10,000 | 4,000 | 10,000 | 4,000 | 84,262 CHF | 34,105 CHF | 99.16% | 99.16% |
03/07/2024 | 1.06% | 8.38 CHF | 8.43 CHF | 30,000 | 30,000 | 14,340 | 11,208 | 119,017 CHF | 93,669 CHF | 99.62% | 99.62% |
02/07/2024 | 1.13% | 8.08 CHF | 8.13 CHF | 30,000 | 30,000 | 14,341 | 11,209 | 113,236 CHF | 89,416 CHF | 99.62% | 99.62% |