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 | 0.68% | 2.62 CHF | 2.63 CHF | 100,000 | 100,000 | 40,574 | 40,562 | 106,366 CHF | 106,927 CHF | 97.79% | 97.79% |
12/07/2024 | 0.67% | 2.65 CHF | 2.66 CHF | 100,000 | 100,000 | 40,207 | 40,207 | 105,677 CHF | 106,259 CHF | 97.31% | 97.31% |
11/07/2024 | 0.59% | 2.70 CHF | 2.71 CHF | 100,000 | 100,000 | 40,283 | 40,283 | 117,903 CHF | 118,491 CHF | 99.07% | 99.07% |
10/07/2024 | 0.59% | 2.89 CHF | 2.90 CHF | 100,000 | 100,000 | 40,318 | 40,318 | 120,871 CHF | 121,459 CHF | 99.28% | 99.28% |
09/07/2024 | 2.23% | 3.03 CHF | 3.09 CHF | 10,000 | 10,000 | 4,024 | 4,024 | 12,097 CHF | 12,357 CHF | 99.66% | 99.66% |
08/07/2024 | 2.22% | 3.00 CHF | 3.06 CHF | 10,000 | 10,000 | 4,023 | 4,023 | 12,149 CHF | 12,409 CHF | 99.55% | 99.55% |
05/07/2024 | 0.96% | 3.02 CHF | 3.08 CHF | 10,000 | 10,000 | 21,775 | 21,775 | 64,120 CHF | 64,633 CHF | 92.43% | 92.43% |
04/07/2024 | 2.19% | 2.93 CHF | 3.00 CHF | 5,000 | 5,000 | 10,065 | 10,065 | 29,397 CHF | 29,820 CHF | 99.02% | 99.02% |
03/07/2024 | 2.19% | 2.88 CHF | 2.94 CHF | 10,000 | 10,000 | 4,082 | 4,082 | 12,284 CHF | 12,548 CHF | 98.75% | 98.75% |
02/07/2024 | 2.42% | 2.84 CHF | 2.90 CHF | 10,000 | 10,000 | 2,790 | 2,790 | 7,920 CHF | 8,110 CHF | 81.66% | 81.66% |