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 | 9.26% | 1.88 CHF | 1.98 CHF | 30,000 | 20,000 | 30,000 | 7,497 | 54,967 CHF | 14,838 CHF | 98.91% | 98.91% |
12/07/2024 | 5.15% | 1.81 CHF | 1.86 CHF | 30,000 | 20,000 | 37,475 | 8,187 | 61,872 CHF | 14,560 CHF | 82.63% | 82.63% |
11/07/2024 | 5.35% | 1.68 CHF | 1.73 CHF | 30,000 | 20,000 | 37,977 | 7,475 | 61,513 CHF | 12,792 CHF | 98.97% | 98.97% |
10/07/2024 | 5.83% | 1.58 CHF | 1.63 CHF | 40,000 | 20,000 | 40,000 | 7,475 | 59,756 CHF | 11,992 CHF | 99.54% | 99.54% |
09/07/2024 | 6.19% | 1.39 CHF | 1.44 CHF | 40,000 | 20,000 | 40,000 | 7,473 | 55,712 CHF | 10,941 CHF | 99.60% | 99.60% |
08/07/2024 | 6.34% | 1.35 CHF | 1.40 CHF | 40,000 | 20,000 | 40,000 | 7,473 | 54,470 CHF | 10,769 CHF | 99.60% | 99.60% |
05/07/2024 | 5.72% | 1.54 CHF | 1.59 CHF | 40,000 | 20,000 | 40,000 | 8,786 | 58,081 CHF | 13,587 CHF | 72.28% | 72.28% |
04/07/2024 | 7.06% | 1.39 CHF | 1.49 CHF | 40,000 | 4,000 | 40,000 | 4,000 | 54,704 CHF | 5,870 CHF | 94.75% | 94.75% |
03/07/2024 | 7.14% | 1.40 CHF | 1.45 CHF | 40,000 | 30,000 | 47,853 | 11,153 | 58,132 CHF | 15,059 CHF | 99.30% | 99.30% |
02/07/2024 | 7.72% | 1.10 CHF | 1.15 CHF | 50,000 | 30,000 | 50,000 | 11,158 | 55,589 CHF | 13,308 CHF | 99.32% | 99.32% |