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 | 4.14% | 0.49 CHF | 0.52 CHF | 83,357 | 20,000 | 81,580 | 20,000 | 42,414 CHF | 10,839 CHF | 97.09% | 97.09% |
12/07/2024 | 4.34% | 0.56 CHF | 0.58 CHF | 78,699 | 20,000 | 81,679 | 20,000 | 42,524 CHF | 10,880 CHF | 72.07% | 72.07% |
11/07/2024 | 3.32% | 0.67 CHF | 0.69 CHF | 67,696 | 10,000 | 66,803 | 10,000 | 45,860 CHF | 7,098 CHF | 92.63% | 92.63% |
10/07/2024 | 3.42% | 0.74 CHF | 0.77 CHF | 63,642 | 10,000 | 64,970 | 10,000 | 46,939 CHF | 7,477 CHF | 72.28% | 72.28% |
09/07/2024 | 3.26% | 0.70 CHF | 0.73 CHF | 64,648 | 10,000 | 64,419 | 10,000 | 45,804 CHF | 7,346 CHF | 96.15% | 96.15% |
08/07/2024 | 3.15% | 0.68 CHF | 0.71 CHF | 66,710 | 20,000 | 65,786 | 20,000 | 45,914 CHF | 14,408 CHF | 90.19% | 90.19% |
05/07/2024 | 3.62% | 0.67 CHF | 0.69 CHF | 67,603 | 20,000 | 66,815 | 19,903 | 44,828 CHF | 13,846 CHF | 98.87% | 98.87% |
04/07/2024 | 3.40% | 0.66 CHF | 0.69 CHF | 68,524 | 20,000 | 68,405 | 20,000 | 45,198 CHF | 13,676 CHF | 99.56% | 99.56% |
03/07/2024 | 3.51% | 0.64 CHF | 0.66 CHF | 69,851 | 20,000 | 70,025 | 20,000 | 44,612 CHF | 13,201 CHF | 95.00% | 95.00% |
02/07/2024 | 4.30% | 0.54 CHF | 0.57 CHF | 78,081 | 20,000 | 80,322 | 20,000 | 41,436 CHF | 10,775 CHF | 92.97% | 92.97% |