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 | 2.99% | 4.20 CHF | 4.27 CHF | 20,000 | 10,000 | 20,000 | 6,071 | 81,353 CHF | 25,516 CHF | 99.32% | 99.32% |
12/07/2024 | 2.96% | 4.48 CHF | 4.55 CHF | 20,000 | 10,000 | 20,000 | 5,805 | 91,327 CHF | 27,110 CHF | 99.63% | 99.63% |
11/07/2024 | 2.85% | 4.96 CHF | 5.03 CHF | 20,000 | 10,000 | 19,941 | 6,142 | 93,535 CHF | 29,822 CHF | 93.16% | 93.16% |
10/07/2024 | 2.59% | 4.96 CHF | 5.02 CHF | 20,000 | 10,000 | 19,090 | 6,330 | 90,775 CHF | 31,118 CHF | 80.03% | 80.03% |
09/07/2024 | 2.84% | 4.55 CHF | 4.61 CHF | 20,000 | 10,000 | 20,000 | 6,068 | 84,598 CHF | 26,547 CHF | 99.61% | 99.61% |
08/07/2024 | 2.78% | 4.01 CHF | 4.07 CHF | 20,000 | 10,000 | 20,000 | 6,068 | 75,736 CHF | 23,669 CHF | 99.61% | 99.61% |
05/07/2024 | 2.84% | 3.83 CHF | 3.89 CHF | 20,000 | 10,000 | 20,000 | 6,088 | 77,530 CHF | 24,276 CHF | 98.31% | 98.31% |
04/07/2024 | 2.76% | 3.91 CHF | 3.97 CHF | 20,000 | 10,000 | 20,000 | 6,212 | 78,576 CHF | 25,043 CHF | 88.23% | 88.23% |
03/07/2024 | 2.80% | 3.97 CHF | 4.03 CHF | 20,000 | 10,000 | 20,000 | 6,073 | 80,295 CHF | 24,984 CHF | 99.63% | 99.63% |
02/07/2024 | 2.79% | 4.56 CHF | 4.63 CHF | 20,000 | 10,000 | 20,000 | 6,067 | 96,416 CHF | 29,833 CHF | 99.62% | 99.62% |