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 | 0.63% | 4.03 CHF | 4.04 CHF | 50,000 | 50,000 | 30,470 | 30,470 | 122,610 CHF | 123,305 CHF | 98.61% | 98.61% |
12/07/2024 | 0.65% | 4.17 CHF | 4.18 CHF | 50,000 | 50,000 | 30,428 | 30,428 | 121,142 CHF | 121,838 CHF | 99.64% | 99.64% |
11/07/2024 | 0.62% | 3.99 CHF | 4.00 CHF | 50,000 | 50,000 | 30,945 | 30,945 | 125,338 CHF | 126,028 CHF | 90.59% | 90.59% |
10/07/2024 | 0.67% | 4.03 CHF | 4.04 CHF | 50,000 | 50,000 | 30,490 | 30,490 | 118,808 CHF | 119,503 CHF | 97.64% | 97.64% |
09/07/2024 | 0.66% | 3.77 CHF | 3.78 CHF | 50,000 | 50,000 | 30,603 | 30,603 | 117,417 CHF | 118,111 CHF | 96.20% | 96.20% |
08/07/2024 | 0.71% | 3.66 CHF | 3.67 CHF | 50,000 | 50,000 | 30,424 | 30,424 | 110,643 CHF | 111,339 CHF | 99.55% | 99.55% |
05/07/2024 | 0.79% | 3.52 CHF | 3.53 CHF | 50,000 | 50,000 | 30,402 | 30,402 | 100,209 CHF | 100,905 CHF | 95.78% | 95.78% |
04/07/2024 | 0.93% | 3.17 CHF | 3.20 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 80,091 CHF | 80,841 CHF | 94.37% | 94.37% |
03/07/2024 | 0.80% | 3.21 CHF | 3.22 CHF | 50,000 | 50,000 | 30,429 | 30,429 | 97,551 CHF | 98,246 CHF | 99.64% | 99.64% |
02/07/2024 | 0.87% | 2.98 CHF | 2.99 CHF | 50,000 | 50,000 | 31,018 | 31,018 | 90,186 CHF | 90,876 CHF | 89.70% | 89.70% |