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 | 2.59% | 3.82 CHF | 3.87 CHF | 20,000 | 20,000 | 20,000 | 7,485 | 68,630 CHF | 27,252 CHF | 99.32% | 99.32% |
12/07/2024 | 2.52% | 3.52 CHF | 3.57 CHF | 20,000 | 20,000 | 20,000 | 7,473 | 69,731 CHF | 26,630 CHF | 99.63% | 99.63% |
11/07/2024 | 3.79% | 3.76 CHF | 3.86 CHF | 20,000 | 20,000 | 20,000 | 7,481 | 91,484 CHF | 33,847 CHF | 99.15% | 99.15% |
10/07/2024 | 3.90% | 4.57 CHF | 4.67 CHF | 20,000 | 20,000 | 20,000 | 7,478 | 89,788 CHF | 35,092 CHF | 99.59% | 99.59% |
09/07/2024 | 3.94% | 4.58 CHF | 4.68 CHF | 20,000 | 20,000 | 20,000 | 7,475 | 89,256 CHF | 35,140 CHF | 99.65% | 99.65% |
08/07/2024 | 3.87% | 4.46 CHF | 4.56 CHF | 20,000 | 20,000 | 20,000 | 7,475 | 89,967 CHF | 33,879 CHF | 99.65% | 99.65% |
05/07/2024 | 4.41% | 4.65 CHF | 4.75 CHF | 20,000 | 20,000 | 20,000 | 7,519 | 80,334 CHF | 33,003 CHF | 98.31% | 98.31% |
04/07/2024 | 5.15% | 3.85 CHF | 4.05 CHF | 20,000 | 4,000 | 20,000 | 4,000 | 75,717 CHF | 15,943 CHF | 99.16% | 99.16% |
03/07/2024 | 4.73% | 3.76 CHF | 3.86 CHF | 20,000 | 20,000 | 20,000 | 7,475 | 73,337 CHF | 28,259 CHF | 99.64% | 99.64% |
02/07/2024 | 2.72% | 3.45 CHF | 3.50 CHF | 20,000 | 20,000 | 20,000 | 7,472 | 64,713 CHF | 24,937 CHF | 99.57% | 99.57% |