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% | 5.59 CHF | 5.64 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 55,203 CHF | 55,703 CHF | 97.51% | 97.51% |
12/07/2024 | 0.90% | 5.69 CHF | 5.74 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 55,239 CHF | 55,739 CHF | 84.09% | 84.09% |
11/07/2024 | 0.94% | 5.39 CHF | 5.44 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 52,816 CHF | 53,316 CHF | 99.51% | 99.51% |
10/07/2024 | 1.00% | 5.19 CHF | 5.24 CHF | 10,000 | 10,000 | 15,416 | 10,000 | 75,660 CHF | 50,068 CHF | 99.51% | 99.51% |
09/07/2024 | 0.97% | 5.12 CHF | 5.17 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 51,329 CHF | 51,829 CHF | 99.57% | 99.57% |
08/07/2024 | 0.95% | 5.25 CHF | 5.30 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 52,482 CHF | 52,982 CHF | 99.48% | 99.48% |
05/07/2024 | 0.91% | 5.25 CHF | 5.30 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 54,662 CHF | 55,162 CHF | 98.37% | 98.37% |
04/07/2024 | 0.92% | 5.45 CHF | 5.50 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 54,123 CHF | 54,623 CHF | 97.84% | 97.84% |
03/07/2024 | 0.95% | 5.23 CHF | 5.28 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 52,437 CHF | 52,937 CHF | 95.88% | 95.88% |
02/07/2024 | 1.03% | 4.82 CHF | 4.87 CHF | 20,000 | 10,000 | 19,991 | 10,000 | 96,697 CHF | 48,871 CHF | 93.40% | 93.40% |