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 | 0.52% | 3.40 CHF | 3.41 CHF | 100,000 | 100,000 | 40,601 | 40,601 | 138,343 CHF | 138,933 CHF | 97.86% | 97.86% |
12/07/2024 | 0.52% | 3.44 CHF | 3.45 CHF | 100,000 | 100,000 | 40,207 | 40,207 | 137,218 CHF | 137,800 CHF | 97.31% | 97.31% |
11/07/2024 | 0.47% | 3.49 CHF | 3.50 CHF | 100,000 | 100,000 | 40,276 | 40,276 | 150,169 CHF | 150,757 CHF | 99.06% | 99.06% |
10/07/2024 | 0.46% | 3.69 CHF | 3.70 CHF | 100,000 | 100,000 | 40,318 | 40,318 | 153,444 CHF | 154,032 CHF | 99.28% | 99.28% |
09/07/2024 | 1.77% | 3.83 CHF | 3.89 CHF | 10,000 | 10,000 | 4,023 | 4,023 | 15,341 CHF | 15,601 CHF | 99.65% | 99.65% |
08/07/2024 | 1.76% | 3.80 CHF | 3.86 CHF | 10,000 | 10,000 | 4,023 | 4,023 | 15,382 CHF | 15,641 CHF | 99.55% | 99.55% |
05/07/2024 | 0.76% | 3.82 CHF | 3.88 CHF | 10,000 | 10,000 | 21,786 | 21,786 | 81,415 CHF | 81,928 CHF | 92.36% | 92.36% |
04/07/2024 | 1.72% | 3.72 CHF | 3.79 CHF | 5,000 | 5,000 | 10,065 | 10,065 | 37,378 CHF | 37,801 CHF | 99.02% | 99.02% |
03/07/2024 | 1.74% | 3.67 CHF | 3.73 CHF | 10,000 | 10,000 | 4,072 | 4,072 | 15,501 CHF | 15,765 CHF | 98.59% | 98.59% |
02/07/2024 | 1.90% | 3.62 CHF | 3.68 CHF | 10,000 | 10,000 | 2,787 | 2,787 | 10,094 CHF | 10,284 CHF | 81.62% | 81.62% |