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 | 4.03% | 4.34 CHF | 4.44 CHF | 100,000 | 100,000 | 37,528 | 37,528 | 160,684 CHF | 165,998 CHF | 98.66% | 98.66% |
12/07/2024 | 4.21% | 4.63 CHF | 4.73 CHF | 100,000 | 100,000 | 37,366 | 37,366 | 159,945 CHF | 165,248 CHF | 99.63% | 99.63% |
11/07/2024 | 3.95% | 4.26 CHF | 4.36 CHF | 100,000 | 100,000 | 38,938 | 38,938 | 169,116 CHF | 174,537 CHF | 90.46% | 90.46% |
10/07/2024 | 4.44% | 4.32 CHF | 4.42 CHF | 100,000 | 100,000 | 37,565 | 37,565 | 157,003 CHF | 162,321 CHF | 97.64% | 97.64% |
09/07/2024 | 4.36% | 3.83 CHF | 3.93 CHF | 100,000 | 100,000 | 37,962 | 37,962 | 148,441 CHF | 153,788 CHF | 96.24% | 96.24% |
08/07/2024 | 4.89% | 3.64 CHF | 3.74 CHF | 100,000 | 100,000 | 37,371 | 37,371 | 135,433 CHF | 140,736 CHF | 99.63% | 99.63% |
05/07/2024 | 2.95% | 3.42 CHF | 3.47 CHF | 100,000 | 100,000 | 37,269 | 37,269 | 117,047 CHF | 119,695 CHF | 95.73% | 95.73% |
04/07/2024 | 3.38% | 2.85 CHF | 2.95 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 58,112 CHF | 60,112 CHF | 97.26% | 97.26% |
03/07/2024 | 3.01% | 2.92 CHF | 2.97 CHF | 100,000 | 100,000 | 37,346 | 37,346 | 108,430 CHF | 111,080 CHF | 99.58% | 99.58% |
02/07/2024 | 3.54% | 2.59 CHF | 2.64 CHF | 100,000 | 100,000 | 46,843 | 39,249 | 117,113 CHF | 101,453 CHF | 89.68% | 89.68% |