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 | 1.29% | 0.81 CHF | 0.82 CHF | 100,000 | 100,000 | 76,784 | 58,740 | 59,360 CHF | 46,023 CHF | 95.52% | 95.52% |
12/07/2024 | 1.26% | 0.78 CHF | 0.79 CHF | 100,000 | 100,000 | 76,534 | 58,039 | 60,416 CHF | 46,290 CHF | 99.09% | 99.09% |
11/07/2024 | 1.07% | 0.79 CHF | 0.80 CHF | 100,000 | 100,000 | 68,740 | 58,027 | 63,482 CHF | 53,761 CHF | 97.36% | 97.36% |
10/07/2024 | 1.11% | 0.87 CHF | 0.88 CHF | 100,000 | 100,000 | 68,806 | 58,593 | 61,715 CHF | 53,134 CHF | 97.88% | 97.88% |
09/07/2024 | 5.09% | 0.90 CHF | 0.95 CHF | 10,000 | 10,000 | 5,799 | 5,799 | 5,508 CHF | 5,798 CHF | 99.50% | 99.50% |
08/07/2024 | 4.99% | 0.94 CHF | 0.99 CHF | 10,000 | 10,000 | 5,836 | 5,836 | 5,664 CHF | 5,955 CHF | 97.72% | 97.72% |
05/07/2024 | 1.98% | 0.96 CHF | 1.01 CHF | 10,000 | 10,000 | 49,630 | 38,930 | 44,663 CHF | 35,504 CHF | 95.39% | 95.39% |
04/07/2024 | 4.93% | 0.86 CHF | 0.91 CHF | 2,000 | 2,000 | 9,983 | 4,478 | 8,921 CHF | 4,097 CHF | 81.42% | 81.42% |
03/07/2024 | 5.71% | 0.86 CHF | 0.91 CHF | 10,000 | 10,000 | 5,861 | 5,861 | 4,980 CHF | 5,273 CHF | 84.99% | 84.99% |
02/07/2024 | 6.03% | 0.82 CHF | 0.87 CHF | 10,000 | 10,000 | 5,750 | 5,750 | 4,638 CHF | 4,925 CHF | 98.70% | 98.70% |