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 | 0.47% | 2.23 CHF | 2.24 CHF | 100,000 | 100,000 | 46,848 | 39,526 | 100,744 CHF | 85,608 CHF | 90.60% | 90.60% |
12/07/2024 | 0.44% | 2.23 CHF | 2.24 CHF | 100,000 | 100,000 | 46,483 | 39,293 | 104,303 CHF | 88,360 CHF | 83.16% | 83.16% |
11/07/2024 | 0.37% | 2.49 CHF | 2.50 CHF | 100,000 | 100,000 | 40,139 | 40,139 | 105,798 CHF | 106,199 CHF | 94.22% | 94.22% |
10/07/2024 | 0.37% | 2.66 CHF | 2.67 CHF | 100,000 | 100,000 | 40,654 | 40,654 | 108,566 CHF | 108,972 CHF | 96.88% | 96.88% |
09/07/2024 | 1.86% | 2.65 CHF | 2.70 CHF | 10,000 | 10,000 | 3,992 | 3,992 | 10,677 CHF | 10,876 CHF | 96.76% | 96.76% |
08/07/2024 | 1.78% | 2.64 CHF | 2.69 CHF | 10,000 | 10,000 | 3,999 | 3,999 | 10,900 CHF | 11,100 CHF | 97.72% | 97.72% |
05/07/2024 | 0.74% | 2.66 CHF | 2.71 CHF | 10,000 | 10,000 | 28,535 | 21,670 | 67,454 CHF | 51,619 CHF | 97.87% | 97.87% |
04/07/2024 | 1.90% | 2.34 CHF | 2.39 CHF | 5,000 | 5,000 | 11,000 | 11,000 | 25,664 CHF | 25,948 CHF | 79.34% | 79.34% |
03/07/2024 | 2.12% | 2.30 CHF | 2.35 CHF | 10,000 | 10,000 | 4,120 | 4,120 | 9,539 CHF | 9,745 CHF | 87.28% | 87.28% |
02/07/2024 | 2.25% | 2.23 CHF | 2.28 CHF | 10,000 | 10,000 | 4,084 | 4,084 | 9,006 CHF | 9,210 CHF | 98.47% | 98.47% |