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 | 0.67% | 1.58 CHF | 1.59 CHF | 100,000 | 100,000 | 54,181 | 39,540 | 81,648 CHF | 60,297 CHF | 90.62% | 90.62% |
12/07/2024 | 0.62% | 1.57 CHF | 1.58 CHF | 100,000 | 100,000 | 51,210 | 39,307 | 81,312 CHF | 62,678 CHF | 83.18% | 83.18% |
11/07/2024 | 0.51% | 1.80 CHF | 1.81 CHF | 100,000 | 100,000 | 47,115 | 40,153 | 91,434 CHF | 77,889 CHF | 94.25% | 94.25% |
10/07/2024 | 0.51% | 1.95 CHF | 1.96 CHF | 100,000 | 100,000 | 47,510 | 40,681 | 93,206 CHF | 80,162 CHF | 96.93% | 96.93% |
09/07/2024 | 2.52% | 1.95 CHF | 2.00 CHF | 10,000 | 10,000 | 3,993 | 3,993 | 7,854 CHF | 8,054 CHF | 96.78% | 96.78% |
08/07/2024 | 2.39% | 1.93 CHF | 1.98 CHF | 10,000 | 10,000 | 4,000 | 4,000 | 8,056 CHF | 8,256 CHF | 97.74% | 97.74% |
05/07/2024 | 1.03% | 1.95 CHF | 2.00 CHF | 10,000 | 10,000 | 28,720 | 21,684 | 48,480 CHF | 36,985 CHF | 97.89% | 97.89% |
04/07/2024 | 2.67% | 1.67 CHF | 1.72 CHF | 5,000 | 5,000 | 11,000 | 11,000 | 18,266 CHF | 18,549 CHF | 79.34% | 79.34% |
03/07/2024 | 2.97% | 1.63 CHF | 1.68 CHF | 10,000 | 10,000 | 4,121 | 4,121 | 6,775 CHF | 6,981 CHF | 87.30% | 87.30% |
02/07/2024 | 3.19% | 1.57 CHF | 1.62 CHF | 10,000 | 10,000 | 4,085 | 4,085 | 6,325 CHF | 6,529 CHF | 98.49% | 98.49% |