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 | 0.93% | 1.91 CHF | 1.92 CHF | 100,000 | 100,000 | 47,422 | 40,601 | 90,665 CHF | 78,328 CHF | 97.86% | 97.86% |
12/07/2024 | 0.92% | 1.94 CHF | 1.95 CHF | 100,000 | 100,000 | 47,181 | 40,207 | 90,774 CHF | 77,858 CHF | 97.31% | 97.31% |
11/07/2024 | 0.79% | 1.99 CHF | 2.00 CHF | 100,000 | 100,000 | 47,132 | 40,264 | 103,972 CHF | 88,868 CHF | 99.03% | 99.03% |
10/07/2024 | 0.78% | 2.16 CHF | 2.17 CHF | 100,000 | 100,000 | 47,183 | 40,321 | 106,649 CHF | 91,543 CHF | 99.30% | 99.30% |
09/07/2024 | 2.96% | 2.28 CHF | 2.34 CHF | 10,000 | 10,000 | 4,023 | 4,023 | 9,111 CHF | 9,371 CHF | 99.65% | 99.65% |
08/07/2024 | 2.93% | 2.27 CHF | 2.33 CHF | 10,000 | 10,000 | 4,023 | 4,023 | 9,179 CHF | 9,439 CHF | 99.55% | 99.55% |
05/07/2024 | 1.26% | 2.29 CHF | 2.35 CHF | 10,000 | 10,000 | 28,467 | 21,819 | 63,179 CHF | 49,013 CHF | 92.20% | 92.20% |
04/07/2024 | 2.89% | 2.20 CHF | 2.27 CHF | 5,000 | 5,000 | 10,065 | 10,065 | 22,132 CHF | 22,555 CHF | 99.02% | 99.02% |
03/07/2024 | 2.86% | 2.16 CHF | 2.22 CHF | 10,000 | 10,000 | 4,077 | 4,077 | 9,302 CHF | 9,566 CHF | 98.67% | 98.67% |
02/07/2024 | 3.20% | 2.14 CHF | 2.20 CHF | 10,000 | 10,000 | 2,788 | 2,788 | 5,940 CHF | 6,130 CHF | 81.63% | 81.63% |