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 | 54,170 | 39,525 | 87,249 CHF | 64,424 CHF | 90.60% | 90.60% |
12/07/2024 | 0.58% | 1.69 CHF | 1.70 CHF | 100,000 | 100,000 | 47,618 | 39,293 | 81,212 CHF | 67,267 CHF | 83.16% | 83.16% |
11/07/2024 | 0.46% | 1.96 CHF | 1.97 CHF | 100,000 | 100,000 | 47,059 | 40,089 | 99,854 CHF | 84,968 CHF | 94.15% | 94.15% |
10/07/2024 | 0.46% | 2.13 CHF | 2.14 CHF | 100,000 | 100,000 | 47,483 | 40,649 | 101,773 CHF | 87,472 CHF | 96.86% | 96.86% |
09/07/2024 | 2.31% | 2.12 CHF | 2.17 CHF | 10,000 | 10,000 | 3,992 | 3,992 | 8,573 CHF | 8,773 CHF | 96.75% | 96.75% |
08/07/2024 | 2.19% | 2.11 CHF | 2.16 CHF | 10,000 | 10,000 | 3,999 | 3,999 | 8,804 CHF | 9,004 CHF | 97.72% | 97.72% |
05/07/2024 | 0.94% | 2.14 CHF | 2.19 CHF | 10,000 | 10,000 | 28,536 | 21,671 | 52,239 CHF | 40,064 CHF | 97.86% | 97.86% |
04/07/2024 | 2.47% | 1.81 CHF | 1.86 CHF | 5,000 | 5,000 | 11,000 | 11,000 | 19,794 CHF | 20,077 CHF | 79.34% | 79.34% |
03/07/2024 | 2.75% | 1.76 CHF | 1.81 CHF | 10,000 | 10,000 | 4,120 | 4,120 | 7,326 CHF | 7,532 CHF | 87.27% | 87.27% |
02/07/2024 | 2.96% | 1.70 CHF | 1.75 CHF | 10,000 | 10,000 | 4,081 | 4,081 | 6,820 CHF | 7,024 CHF | 98.43% | 98.43% |