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 | 1.32% | 3.83 CHF | 3.88 CHF | 20,000 | 10,000 | 20,000 | 10,000 | 75,131 CHF | 38,066 CHF | 97.50% | 97.50% |
12/07/2024 | 1.32% | 3.95 CHF | 4.00 CHF | 20,000 | 10,000 | 20,000 | 10,000 | 75,419 CHF | 38,210 CHF | 84.29% | 84.29% |
11/07/2024 | 1.41% | 3.64 CHF | 3.69 CHF | 20,000 | 10,000 | 20,000 | 10,000 | 70,328 CHF | 35,664 CHF | 99.46% | 99.46% |
10/07/2024 | 1.56% | 3.42 CHF | 3.47 CHF | 20,000 | 10,000 | 20,000 | 10,000 | 63,621 CHF | 32,310 CHF | 99.55% | 99.55% |
09/07/2024 | 1.47% | 3.35 CHF | 3.40 CHF | 20,000 | 10,000 | 20,000 | 10,000 | 67,374 CHF | 34,187 CHF | 99.51% | 99.51% |
08/07/2024 | 1.42% | 3.49 CHF | 3.54 CHF | 20,000 | 10,000 | 20,000 | 10,000 | 69,876 CHF | 35,438 CHF | 99.28% | 99.28% |
05/07/2024 | 1.33% | 3.49 CHF | 3.54 CHF | 20,000 | 10,000 | 20,000 | 10,000 | 74,652 CHF | 37,826 CHF | 98.23% | 98.23% |
04/07/2024 | 1.35% | 3.72 CHF | 3.77 CHF | 20,000 | 10,000 | 20,000 | 10,000 | 73,524 CHF | 37,262 CHF | 98.62% | 98.62% |
03/07/2024 | 1.42% | 3.48 CHF | 3.53 CHF | 20,000 | 10,000 | 20,000 | 10,000 | 69,931 CHF | 35,465 CHF | 95.88% | 95.88% |
02/07/2024 | 1.61% | 3.06 CHF | 3.11 CHF | 20,000 | 10,000 | 20,000 | 10,000 | 61,609 CHF | 31,305 CHF | 93.24% | 93.24% |