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 | 1.15% | 6.19 CHF | 6.26 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 64,315 CHF | 65,058 CHF | 99.73% | 99.73% |
12/07/2024 | 1.21% | 6.31 CHF | 6.39 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 62,127 CHF | 62,881 CHF | 99.01% | 99.01% |
11/07/2024 | 1.18% | 6.53 CHF | 6.61 CHF | 10,000 | 7,500 | 10,000 | 7,500 | 65,511 CHF | 49,718 CHF | 98.90% | 98.90% |
10/07/2024 | 1.11% | 6.44 CHF | 6.51 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 62,334 CHF | 63,028 CHF | 100.00% | 100.00% |
09/07/2024 | 1.13% | 5.92 CHF | 5.99 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 60,184 CHF | 60,867 CHF | 100.00% | 100.00% |
08/07/2024 | 1.02% | 6.00 CHF | 6.06 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 59,830 CHF | 60,440 CHF | 83.92% | 83.92% |
05/07/2024 | 1.14% | 5.25 CHF | 5.31 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 54,272 CHF | 54,897 CHF | 98.86% | 98.86% |
04/07/2024 | 1.07% | 5.41 CHF | 5.47 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 53,668 CHF | 54,244 CHF | 100.00% | 100.00% |
03/07/2024 | 1.29% | 4.94 CHF | 5.00 CHF | 20,000 | 10,000 | 19,109 | 10,000 | 92,718 CHF | 49,288 CHF | 99.82% | 99.82% |
02/07/2024 | 1.32% | 5.47 CHF | 5.54 CHF | 10,000 | 10,000 | 10,001 | 10,000 | 53,200 CHF | 53,903 CHF | 72.03% | 72.03% |