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 | 3.52% | 0.96 CHF | 0.99 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 5,000 CHF | 5,179 CHF | 99.71% | 99.71% |
12/07/2024 | 3.43% | 0.99 CHF | 1.03 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 4,757 CHF | 4,923 CHF | 99.01% | 99.01% |
11/07/2024 | 3.55% | 0.97 CHF | 1.00 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 9,128 CHF | 9,458 CHF | 99.09% | 99.09% |
10/07/2024 | 3.76% | 0.87 CHF | 0.90 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 8,614 CHF | 8,945 CHF | 100.00% | 100.00% |
09/07/2024 | 3.80% | 0.86 CHF | 0.90 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 4,421 CHF | 4,591 CHF | 100.00% | 100.00% |
08/07/2024 | 3.74% | 0.89 CHF | 0.93 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 4,467 CHF | 4,638 CHF | 100.00% | 100.00% |
05/07/2024 | 3.52% | 0.93 CHF | 0.97 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 4,766 CHF | 4,937 CHF | 98.98% | 98.98% |
04/07/2024 | 3.64% | 0.91 CHF | 0.95 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 4,543 CHF | 4,711 CHF | 100.00% | 100.00% |
03/07/2024 | 3.84% | 0.89 CHF | 0.92 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 8,778 CHF | 9,122 CHF | 100.00% | 100.00% |
02/07/2024 | 4.04% | 0.83 CHF | 0.86 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 7,972 CHF | 8,300 CHF | 100.00% | 100.00% |