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 | 0.53% | 1.96 CHF | 1.97 CHF | 100,000 | 100,000 | 46,874 | 39,555 | 88,072 CHF | 74,922 CHF | 90.65% | 90.65% |
12/07/2024 | 0.50% | 1.95 CHF | 1.96 CHF | 100,000 | 100,000 | 46,500 | 39,313 | 91,494 CHF | 77,557 CHF | 83.20% | 83.20% |
11/07/2024 | 0.42% | 2.20 CHF | 2.21 CHF | 100,000 | 100,000 | 47,128 | 40,167 | 110,894 CHF | 94,445 CHF | 94.27% | 94.27% |
10/07/2024 | 0.42% | 2.37 CHF | 2.38 CHF | 100,000 | 100,000 | 47,501 | 40,671 | 112,846 CHF | 96,971 CHF | 96.92% | 96.92% |
09/07/2024 | 2.08% | 2.36 CHF | 2.41 CHF | 10,000 | 10,000 | 3,995 | 3,995 | 9,508 CHF | 9,708 CHF | 96.79% | 96.79% |
08/07/2024 | 1.99% | 2.34 CHF | 2.39 CHF | 10,000 | 10,000 | 4,002 | 4,002 | 9,723 CHF | 9,923 CHF | 97.78% | 97.78% |
05/07/2024 | 0.84% | 2.37 CHF | 2.42 CHF | 10,000 | 10,000 | 28,572 | 21,712 | 59,451 CHF | 45,562 CHF | 97.93% | 97.93% |
04/07/2024 | 2.17% | 2.06 CHF | 2.11 CHF | 5,000 | 5,000 | 11,001 | 11,001 | 22,563 CHF | 22,846 CHF | 79.34% | 79.34% |
03/07/2024 | 2.41% | 2.02 CHF | 2.07 CHF | 10,000 | 10,000 | 4,120 | 4,120 | 8,376 CHF | 8,582 CHF | 87.28% | 87.28% |
02/07/2024 | 2.57% | 1.95 CHF | 2.00 CHF | 10,000 | 10,000 | 4,085 | 4,085 | 7,875 CHF | 8,079 CHF | 98.49% | 98.49% |