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 | 0.89% | 6.76 CHF | 6.82 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 100,604 CHF | 101,504 CHF | 99.99% | 99.99% |
12/07/2024 | 0.91% | 6.50 CHF | 6.56 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 98,331 CHF | 99,231 CHF | 100.00% | 100.00% |
11/07/2024 | 0.97% | 6.00 CHF | 6.06 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 92,474 CHF | 93,374 CHF | 71.56% | 71.56% |
10/07/2024 | 0.95% | 6.32 CHF | 6.38 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 93,840 CHF | 94,740 CHF | 99.38% | 99.38% |
09/07/2024 | 1.02% | 6.49 CHF | 6.55 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 88,159 CHF | 89,059 CHF | 100.00% | 100.00% |
08/07/2024 | 1.02% | 5.71 CHF | 5.77 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 88,094 CHF | 88,994 CHF | 100.00% | 100.00% |
05/07/2024 | 1.08% | 5.54 CHF | 5.60 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 83,085 CHF | 83,985 CHF | 99.78% | 99.78% |
04/07/2024 | 1.05% | 5.70 CHF | 5.76 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 85,193 CHF | 86,093 CHF | 97.33% | 97.33% |
03/07/2024 | 1.10% | 5.24 CHF | 5.30 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 81,629 CHF | 82,529 CHF | 100.00% | 100.00% |
02/07/2024 | 0.96% | 5.83 CHF | 5.89 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 93,383 CHF | 94,283 CHF | 99.96% | 99.96% |