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 | 3.67% | 0.58 CHF | 0.61 CHF | 63,433 | 20,000 | 62,127 | 20,000 | 37,536 CHF | 12,537 CHF | 97.09% | 97.09% |
12/07/2024 | 3.83% | 0.65 CHF | 0.68 CHF | 59,989 | 20,000 | 62,315 | 20,000 | 37,799 CHF | 12,616 CHF | 71.78% | 71.78% |
11/07/2024 | 3.69% | 0.82 CHF | 0.85 CHF | 52,783 | 10,000 | 52,450 | 10,000 | 44,296 CHF | 8,765 CHF | 92.62% | 92.62% |
10/07/2024 | 3.71% | 0.94 CHF | 0.97 CHF | 51,854 | 10,000 | 51,654 | 10,000 | 46,180 CHF | 9,278 CHF | 70.78% | 70.78% |
09/07/2024 | 3.58% | 0.88 CHF | 0.92 CHF | 51,490 | 10,000 | 51,694 | 10,000 | 46,622 CHF | 9,347 CHF | 90.84% | 90.84% |
08/07/2024 | 3.81% | 0.84 CHF | 0.88 CHF | 52,255 | 20,000 | 52,020 | 20,000 | 44,948 CHF | 17,955 CHF | 90.09% | 90.09% |
05/07/2024 | 3.66% | 0.83 CHF | 0.86 CHF | 53,498 | 20,000 | 52,641 | 19,903 | 43,932 CHF | 17,233 CHF | 98.87% | 98.87% |
04/07/2024 | 3.40% | 0.83 CHF | 0.85 CHF | 54,367 | 20,000 | 53,620 | 20,000 | 43,848 CHF | 16,925 CHF | 99.56% | 99.56% |
03/07/2024 | 2.86% | 0.79 CHF | 0.82 CHF | 54,835 | 20,000 | 54,996 | 20,000 | 43,666 CHF | 16,346 CHF | 95.00% | 95.00% |
02/07/2024 | 3.56% | 0.67 CHF | 0.69 CHF | 59,787 | 20,000 | 61,409 | 20,000 | 38,773 CHF | 13,090 CHF | 92.97% | 92.97% |