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 | 1.00% | 5.99 CHF | 6.05 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 89,131 CHF | 90,031 CHF | 100.00% | 100.00% |
12/07/2024 | 1.03% | 5.74 CHF | 5.80 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 86,847 CHF | 87,747 CHF | 100.00% | 100.00% |
11/07/2024 | 1.11% | 5.23 CHF | 5.29 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 80,977 CHF | 81,877 CHF | 71.56% | 71.56% |
10/07/2024 | 1.09% | 5.56 CHF | 5.62 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 82,315 CHF | 83,215 CHF | 99.38% | 99.38% |
09/07/2024 | 1.17% | 5.72 CHF | 5.78 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 76,640 CHF | 77,540 CHF | 100.00% | 100.00% |
08/07/2024 | 1.17% | 4.95 CHF | 5.01 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 76,601 CHF | 77,501 CHF | 99.99% | 99.99% |
05/07/2024 | 1.25% | 4.78 CHF | 4.84 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 71,567 CHF | 72,467 CHF | 99.77% | 99.77% |
04/07/2024 | 1.21% | 4.93 CHF | 4.99 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 73,643 CHF | 74,543 CHF | 97.33% | 97.33% |
03/07/2024 | 1.28% | 4.47 CHF | 4.53 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 70,049 CHF | 70,949 CHF | 100.00% | 100.00% |
02/07/2024 | 1.10% | 5.05 CHF | 5.11 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 81,785 CHF | 82,685 CHF | 99.94% | 99.94% |