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 | 3.74% | 6.83 CHF | 7.08 CHF | 10,000 | 5,000 | 10,000 | 5,000 | 66,577 CHF | 34,556 CHF | 98.72% | 98.72% |
12/07/2024 | 4.12% | 6.03 CHF | 6.31 CHF | 10,000 | 5,000 | 10,000 | 5,000 | 64,916 CHF | 33,820 CHF | 99.38% | 99.38% |
11/07/2024 | 4.22% | 6.35 CHF | 6.66 CHF | 10,000 | 2,500 | 10,000 | 2,500 | 72,668 CHF | 18,949 CHF | 98.74% | 98.74% |
10/07/2024 | 4.88% | 7.89 CHF | 8.28 CHF | 10,000 | 2,500 | 9,309 | 2,401 | 72,739 CHF | 19,736 CHF | 100.00% | 100.00% |
09/07/2024 | 3.39% | 9.51 CHF | 9.81 CHF | 2,500 | 2,500 | 2,688 | 2,563 | 24,047 CHF | 23,637 CHF | 100.00% | 100.00% |
08/07/2024 | 3.65% | 7.37 CHF | 7.63 CHF | 10,000 | 5,000 | 10,000 | 5,000 | 70,507 CHF | 36,562 CHF | 100.00% | 100.00% |
05/07/2024 | 4.06% | 6.28 CHF | 6.52 CHF | 10,000 | 5,000 | 10,000 | 5,000 | 58,069 CHF | 30,236 CHF | 99.62% | 99.62% |
04/07/2024 | 4.05% | 5.98 CHF | 6.23 CHF | 10,000 | 5,000 | 10,000 | 5,000 | 59,760 CHF | 31,114 CHF | 99.37% | 99.37% |
03/07/2024 | 4.68% | 5.98 CHF | 6.28 CHF | 10,000 | 5,000 | 10,000 | 5,000 | 62,095 CHF | 32,532 CHF | 99.73% | 99.73% |
02/07/2024 | - | - CHF | - CHF | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |