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 | 3.19% | 17.40 CHF | 17.70 CHF | 20,000 | 20,000 | 12,258 | 7,613 | 202,646 CHF | 130,004 CHF | 95.48% | 95.48% |
12/07/2024 | 3.13% | 16.78 CHF | 17.08 CHF | 10,000 | 10,000 | 10,000 | 3,743 | 167,912 CHF | 64,031 CHF | 99.16% | 99.16% |
11/07/2024 | 2.57% | 16.90 CHF | 17.20 CHF | 10,000 | 10,000 | 10,000 | 3,765 | 202,979 CHF | 74,399 CHF | 97.71% | 97.71% |
10/07/2024 | 2.69% | 19.23 CHF | 19.53 CHF | 10,000 | 10,000 | 10,000 | 3,765 | 195,728 CHF | 75,560 CHF | 97.90% | 97.90% |
09/07/2024 | 2.44% | 20.42 CHF | 20.72 CHF | 10,000 | 10,000 | 10,000 | 3,735 | 215,506 CHF | 80,722 CHF | 99.52% | 99.52% |
08/07/2024 | 2.39% | 21.30 CHF | 21.60 CHF | 10,000 | 10,000 | 10,000 | 3,767 | 219,902 CHF | 83,323 CHF | 97.65% | 97.65% |
05/07/2024 | 2.62% | 21.69 CHF | 21.99 CHF | 10,000 | 10,000 | 10,000 | 3,811 | 201,806 CHF | 80,563 CHF | 95.40% | 95.40% |
04/07/2024 | 2.97% | 19.42 CHF | 20.02 CHF | 10,000 | 2,000 | 10,000 | 2,000 | 198,824 CHF | 40,965 CHF | 89.42% | 89.42% |
03/07/2024 | 2.73% | 19.72 CHF | 20.02 CHF | 10,000 | 10,000 | 10,000 | 3,777 | 192,728 CHF | 74,509 CHF | 97.22% | 97.22% |
02/07/2024 | 2.90% | 18.70 CHF | 19.00 CHF | 10,000 | 10,000 | 10,000 | 3,746 | 182,087 CHF | 70,474 CHF | 98.64% | 98.64% |