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 | 0.72% | 1.47 CHF | 1.48 CHF | 100,000 | 100,000 | 54,186 | 39,547 | 75,560 CHF | 55,853 CHF | 90.63% | 90.63% |
12/07/2024 | 0.67% | 1.46 CHF | 1.47 CHF | 100,000 | 100,000 | 53,614 | 39,217 | 79,135 CHF | 58,010 CHF | 83.07% | 83.07% |
11/07/2024 | 0.54% | 1.67 CHF | 1.68 CHF | 100,000 | 100,000 | 47,082 | 40,115 | 85,328 CHF | 72,683 CHF | 94.19% | 94.19% |
10/07/2024 | 0.54% | 1.82 CHF | 1.83 CHF | 100,000 | 100,000 | 47,489 | 40,658 | 87,036 CHF | 74,871 CHF | 96.90% | 96.90% |
09/07/2024 | 2.69% | 1.82 CHF | 1.87 CHF | 10,000 | 10,000 | 3,982 | 3,982 | 7,320 CHF | 7,520 CHF | 96.58% | 96.58% |
08/07/2024 | 2.55% | 1.81 CHF | 1.86 CHF | 10,000 | 10,000 | 4,001 | 4,001 | 7,538 CHF | 7,738 CHF | 97.76% | 97.76% |
05/07/2024 | 1.10% | 1.82 CHF | 1.87 CHF | 10,000 | 10,000 | 35,417 | 21,692 | 55,434 CHF | 34,376 CHF | 97.90% | 97.90% |
04/07/2024 | 2.88% | 1.55 CHF | 1.60 CHF | 5,000 | 5,000 | 11,001 | 11,001 | 16,947 CHF | 17,230 CHF | 79.34% | 79.34% |
03/07/2024 | 3.20% | 1.51 CHF | 1.56 CHF | 10,000 | 10,000 | 4,119 | 4,119 | 6,279 CHF | 6,485 CHF | 87.25% | 87.25% |
02/07/2024 | 3.45% | 1.45 CHF | 1.50 CHF | 10,000 | 10,000 | 4,064 | 4,064 | 5,820 CHF | 6,023 CHF | 98.14% | 98.14% |