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 | 5.43% | 1.61 CHF | 1.66 CHF | 40,000 | 30,000 | 39,943 | 11,245 | 63,781 CHF | 18,956 CHF | 98.88% | 98.88% |
12/07/2024 | 4.73% | 1.69 CHF | 1.74 CHF | 30,000 | 20,000 | 30,000 | 8,186 | 53,543 CHF | 14,944 CHF | 82.61% | 82.61% |
11/07/2024 | 4.76% | 1.80 CHF | 1.85 CHF | 30,000 | 20,000 | 30,005 | 7,488 | 54,815 CHF | 14,182 CHF | 99.10% | 99.10% |
10/07/2024 | 4.40% | 1.92 CHF | 1.97 CHF | 30,000 | 20,000 | 30,000 | 7,474 | 59,160 CHF | 15,095 CHF | 99.52% | 99.52% |
09/07/2024 | 4.18% | 2.14 CHF | 2.19 CHF | 30,000 | 20,000 | 30,000 | 7,472 | 62,692 CHF | 16,289 CHF | 99.59% | 99.59% |
08/07/2024 | 4.13% | 2.17 CHF | 2.22 CHF | 30,000 | 20,000 | 30,000 | 7,472 | 63,473 CHF | 16,421 CHF | 99.58% | 99.58% |
05/07/2024 | 8.19% | 1.93 CHF | 2.03 CHF | 30,000 | 20,000 | 30,000 | 8,785 | 59,523 CHF | 18,545 CHF | 72.26% | 72.26% |
04/07/2024 | 9.21% | 2.04 CHF | 2.24 CHF | 30,000 | 4,000 | 30,000 | 4,000 | 62,171 CHF | 9,090 CHF | 94.75% | 94.75% |
03/07/2024 | 7.22% | 2.12 CHF | 2.22 CHF | 30,000 | 10,000 | 30,000 | 3,717 | 70,904 CHF | 9,038 CHF | 99.28% | 99.28% |
02/07/2024 | 6.73% | 2.66 CHF | 2.76 CHF | 20,000 | 10,000 | 20,000 | 3,719 | 51,289 CHF | 10,128 CHF | 99.31% | 99.31% |