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 | 0.41% | 2.52 CHF | 2.53 CHF | 100,000 | 100,000 | 46,875 | 39,557 | 114,337 CHF | 97,103 CHF | 90.65% | 90.65% |
12/07/2024 | 0.39% | 2.52 CHF | 2.53 CHF | 100,000 | 100,000 | 40,447 | 39,308 | 102,322 CHF | 99,904 CHF | 83.19% | 83.19% |
11/07/2024 | 0.33% | 2.79 CHF | 2.80 CHF | 100,000 | 100,000 | 40,105 | 40,105 | 118,060 CHF | 118,461 CHF | 94.17% | 94.17% |
10/07/2024 | 0.33% | 2.97 CHF | 2.98 CHF | 100,000 | 100,000 | 40,668 | 40,668 | 121,157 CHF | 121,563 CHF | 96.91% | 96.91% |
09/07/2024 | 1.67% | 2.96 CHF | 3.01 CHF | 10,000 | 10,000 | 3,995 | 3,995 | 11,916 CHF | 12,116 CHF | 96.78% | 96.78% |
08/07/2024 | 1.60% | 2.94 CHF | 2.99 CHF | 10,000 | 10,000 | 4,001 | 4,001 | 12,144 CHF | 12,344 CHF | 97.77% | 97.77% |
05/07/2024 | 0.66% | 2.97 CHF | 3.02 CHF | 10,000 | 10,000 | 21,694 | 21,694 | 57,884 CHF | 58,183 CHF | 97.91% | 97.91% |
04/07/2024 | 1.69% | 2.64 CHF | 2.69 CHF | 5,000 | 5,000 | 11,001 | 11,001 | 28,963 CHF | 29,246 CHF | 79.34% | 79.34% |
03/07/2024 | 1.88% | 2.60 CHF | 2.65 CHF | 10,000 | 10,000 | 4,120 | 4,120 | 10,768 CHF | 10,974 CHF | 87.27% | 87.27% |
02/07/2024 | 1.99% | 2.53 CHF | 2.58 CHF | 10,000 | 10,000 | 4,069 | 4,069 | 10,169 CHF | 10,372 CHF | 98.23% | 98.23% |