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 | 1.66% | 6.25 CHF | 6.34 CHF | 10,000 | 5,000 | 6,071 | 3,690 | 38,046 CHF | 23,628 CHF | 94.83% | 94.83% |
12/07/2024 | 1.50% | 6.31 CHF | 6.40 CHF | 10,000 | 5,000 | 10,000 | 5,000 | 59,640 CHF | 30,272 CHF | 83.96% | 83.96% |
11/07/2024 | 1.50% | 6.09 CHF | 6.18 CHF | 10,000 | 5,000 | 10,000 | 5,000 | 60,708 CHF | 30,812 CHF | 86.33% | 86.33% |
10/07/2024 | 1.64% | 6.00 CHF | 6.11 CHF | 10,000 | 2,500 | 10,000 | 2,500 | 67,686 CHF | 17,200 CHF | 100.00% | 100.00% |
09/07/2024 | 1.50% | 7.39 CHF | 7.50 CHF | 10,000 | 2,500 | 10,000 | 2,500 | 72,412 CHF | 18,377 CHF | 99.96% | 99.96% |
08/07/2024 | 1.53% | 7.15 CHF | 7.26 CHF | 10,000 | 2,500 | 10,000 | 2,500 | 70,372 CHF | 17,865 CHF | 100.00% | 100.00% |
05/07/2024 | 1.59% | 7.33 CHF | 7.45 CHF | 10,000 | 2,500 | 10,000 | 2,500 | 73,164 CHF | 18,585 CHF | 98.84% | 98.84% |
04/07/2024 | 1.70% | 7.89 CHF | 8.01 CHF | 10,000 | 2,500 | 1,900 | 1,343 | 14,740 CHF | 10,530 CHF | 100.00% | 100.00% |
03/07/2024 | 1.70% | 7.65 CHF | 7.78 CHF | 1,250 | 1,250 | 1,250 | 1,250 | 9,668 CHF | 9,833 CHF | 99.73% | 99.73% |
02/07/2024 | 1.91% | 7.36 CHF | 7.50 CHF | 1,250 | 1,250 | 1,250 | 1,250 | 9,625 CHF | 9,810 CHF | 99.98% | 99.98% |