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 | 0.62% | 1.70 CHF | 1.71 CHF | 100,000 | 100,000 | 54,180 | 39,538 | 87,970 CHF | 64,933 CHF | 90.62% | 90.62% |
12/07/2024 | 0.58% | 1.69 CHF | 1.70 CHF | 100,000 | 100,000 | 47,346 | 39,216 | 80,908 CHF | 67,285 CHF | 83.07% | 83.07% |
11/07/2024 | 0.47% | 1.93 CHF | 1.94 CHF | 100,000 | 100,000 | 47,090 | 40,124 | 97,668 CHF | 83,167 CHF | 94.20% | 94.20% |
10/07/2024 | 0.48% | 2.09 CHF | 2.10 CHF | 100,000 | 100,000 | 47,257 | 40,396 | 99,034 CHF | 85,003 CHF | 96.47% | 96.47% |
09/07/2024 | 2.36% | 2.08 CHF | 2.13 CHF | 10,000 | 10,000 | 3,982 | 3,982 | 8,363 CHF | 8,562 CHF | 96.58% | 96.58% |
08/07/2024 | 2.25% | 2.07 CHF | 2.12 CHF | 10,000 | 10,000 | 4,000 | 4,000 | 8,595 CHF | 8,795 CHF | 97.75% | 97.75% |
05/07/2024 | 0.95% | 2.09 CHF | 2.14 CHF | 10,000 | 10,000 | 28,629 | 21,739 | 51,909 CHF | 39,800 CHF | 97.51% | 97.51% |
04/07/2024 | 2.49% | 1.79 CHF | 1.84 CHF | 5,000 | 5,000 | 11,001 | 11,001 | 19,618 CHF | 19,901 CHF | 79.34% | 79.34% |
03/07/2024 | 2.76% | 1.75 CHF | 1.80 CHF | 10,000 | 10,000 | 4,118 | 4,118 | 7,284 CHF | 7,490 CHF | 87.25% | 87.25% |
02/07/2024 | 2.97% | 1.69 CHF | 1.74 CHF | 10,000 | 10,000 | 4,068 | 4,068 | 6,792 CHF | 6,995 CHF | 98.21% | 98.21% |