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 | 3.39% | 0.92 CHF | 0.95 CHF | 55,035 | 20,000 | 53,469 | 20,000 | 50,127 CHF | 19,398 CHF | 74.79% | 74.79% |
12/07/2024 | 3.58% | 0.99 CHF | 1.02 CHF | 51,917 | 20,000 | 53,407 | 20,000 | 49,753 CHF | 19,320 CHF | 71.19% | 71.19% |
11/07/2024 | 2.81% | 1.18 CHF | 1.21 CHF | 47,694 | 10,000 | 47,786 | 10,000 | 57,435 CHF | 12,364 CHF | 92.63% | 92.63% |
10/07/2024 | 2.75% | 1.31 CHF | 1.34 CHF | 40,000 | 10,000 | 43,524 | 10,000 | 54,518 CHF | 12,892 CHF | 55.39% | 55.39% |
09/07/2024 | 2.59% | 1.25 CHF | 1.28 CHF | 40,000 | 10,000 | 40,571 | 10,000 | 51,553 CHF | 13,046 CHF | 79.55% | 79.55% |
08/07/2024 | 2.69% | 1.20 CHF | 1.24 CHF | 47,631 | 20,000 | 47,879 | 20,000 | 58,343 CHF | 25,037 CHF | 58.35% | 58.35% |
05/07/2024 | 3.02% | 1.19 CHF | 1.23 CHF | 48,869 | 20,000 | 47,932 | 19,891 | 57,049 CHF | 24,401 CHF | 87.64% | 87.64% |
04/07/2024 | 2.94% | 1.19 CHF | 1.22 CHF | 49,539 | 20,000 | 48,569 | 20,000 | 56,826 CHF | 24,101 CHF | 99.04% | 99.04% |
03/07/2024 | 2.82% | 1.14 CHF | 1.17 CHF | 49,401 | 20,000 | 49,492 | 20,000 | 56,618 CHF | 23,538 CHF | 88.35% | 88.35% |
02/07/2024 | 3.41% | 1.00 CHF | 1.03 CHF | 50,000 | 20,000 | 53,026 | 20,000 | 50,781 CHF | 19,820 CHF | 84.80% | 84.80% |