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 | 4.68% | 5.99 CHF | 6.14 CHF | 30,000 | 30,000 | 14,521 | 11,426 | 81,788 CHF | 67,111 CHF | 95.52% | 95.52% |
12/07/2024 | 4.55% | 5.73 CHF | 5.88 CHF | 30,000 | 30,000 | 14,353 | 11,224 | 81,740 CHF | 66,139 CHF | 99.12% | 99.12% |
11/07/2024 | 3.54% | 5.78 CHF | 5.93 CHF | 30,000 | 30,000 | 14,408 | 11,289 | 101,450 CHF | 80,181 CHF | 97.61% | 97.61% |
10/07/2024 | 3.74% | 6.86 CHF | 7.01 CHF | 30,000 | 30,000 | 14,410 | 11,292 | 101,349 CHF | 81,947 CHF | 97.95% | 97.95% |
09/07/2024 | 3.30% | 7.42 CHF | 7.57 CHF | 30,000 | 30,000 | 14,340 | 11,208 | 112,272 CHF | 89,494 CHF | 99.60% | 99.60% |
08/07/2024 | 4.28% | 7.80 CHF | 8.00 CHF | 30,000 | 30,000 | 14,420 | 11,304 | 115,668 CHF | 93,375 CHF | 97.77% | 97.77% |
05/07/2024 | 3.60% | 8.02 CHF | 8.17 CHF | 30,000 | 30,000 | 14,520 | 11,424 | 108,791 CHF | 88,979 CHF | 95.34% | 95.34% |
04/07/2024 | 4.09% | 6.98 CHF | 7.28 CHF | 10,000 | 6,000 | 10,000 | 6,000 | 71,913 CHF | 44,948 CHF | 90.25% | 90.25% |
03/07/2024 | 3.78% | 7.13 CHF | 7.28 CHF | 30,000 | 30,000 | 14,436 | 11,324 | 100,000 CHF | 80,908 CHF | 97.21% | 97.21% |
02/07/2024 | 4.08% | 6.67 CHF | 6.82 CHF | 30,000 | 30,000 | 14,368 | 11,242 | 93,297 CHF | 75,707 CHF | 98.64% | 98.64% |