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 | 0.90% | 6.70 CHF | 6.76 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 99,742 CHF | 100,642 CHF | 100.00% | 100.00% |
12/07/2024 | 0.92% | 6.44 CHF | 6.50 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 97,465 CHF | 98,365 CHF | 100.00% | 100.00% |
11/07/2024 | 0.98% | 5.94 CHF | 6.00 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 91,602 CHF | 92,502 CHF | 71.55% | 71.55% |
10/07/2024 | 0.96% | 6.27 CHF | 6.33 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 92,965 CHF | 93,865 CHF | 99.38% | 99.38% |
09/07/2024 | 1.03% | 6.43 CHF | 6.49 CHF | 15,000 | 15,000 | 14,997 | 14,997 | 87,270 CHF | 88,170 CHF | 99.73% | 99.73% |
08/07/2024 | 1.03% | 5.65 CHF | 5.71 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 87,220 CHF | 88,120 CHF | 99.99% | 99.99% |
05/07/2024 | 1.09% | 5.49 CHF | 5.55 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 82,219 CHF | 83,119 CHF | 99.78% | 99.78% |
04/07/2024 | 1.06% | 5.64 CHF | 5.70 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 84,320 CHF | 85,220 CHF | 97.33% | 97.33% |
03/07/2024 | 1.11% | 5.19 CHF | 5.25 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 80,751 CHF | 81,651 CHF | 100.00% | 100.00% |
02/07/2024 | 0.97% | 5.77 CHF | 5.83 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 92,505 CHF | 93,405 CHF | 99.96% | 99.96% |