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 | 0.76% | 1.41 CHF | 1.42 CHF | 100,000 | 100,000 | 54,192 | 39,555 | 71,790 CHF | 53,146 CHF | 90.65% | 90.65% |
12/07/2024 | 0.70% | 1.40 CHF | 1.41 CHF | 100,000 | 100,000 | 53,687 | 39,313 | 76,105 CHF | 55,799 CHF | 83.20% | 83.20% |
11/07/2024 | 0.54% | 1.65 CHF | 1.66 CHF | 100,000 | 100,000 | 47,060 | 40,090 | 85,007 CHF | 72,347 CHF | 94.15% | 94.15% |
10/07/2024 | 0.54% | 1.82 CHF | 1.83 CHF | 100,000 | 100,000 | 47,501 | 40,671 | 86,759 CHF | 74,632 CHF | 96.92% | 96.92% |
09/07/2024 | 2.70% | 1.81 CHF | 1.86 CHF | 10,000 | 10,000 | 3,995 | 3,995 | 7,316 CHF | 7,516 CHF | 96.79% | 96.79% |
08/07/2024 | 2.54% | 1.80 CHF | 1.85 CHF | 10,000 | 10,000 | 4,002 | 4,002 | 7,545 CHF | 7,745 CHF | 97.78% | 97.78% |
05/07/2024 | 1.12% | 1.82 CHF | 1.87 CHF | 10,000 | 10,000 | 35,434 | 21,714 | 54,092 CHF | 33,590 CHF | 97.94% | 97.94% |
04/07/2024 | 2.96% | 1.51 CHF | 1.56 CHF | 5,000 | 5,000 | 11,001 | 11,001 | 16,476 CHF | 16,759 CHF | 79.34% | 79.34% |
03/07/2024 | 3.29% | 1.46 CHF | 1.51 CHF | 10,000 | 10,000 | 4,120 | 4,120 | 6,092 CHF | 6,298 CHF | 87.27% | 87.27% |
02/07/2024 | 3.58% | 1.40 CHF | 1.45 CHF | 10,000 | 10,000 | 4,072 | 4,072 | 5,617 CHF | 5,820 CHF | 98.27% | 98.27% |