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 | 1.46% | 6.03 CHF | 6.07 CHF | 10,000 | 10,000 | 10,000 | 7,772 | 59,314 CHF | 46,805 CHF | 99.33% | 99.33% |
12/07/2024 | 1.46% | 6.21 CHF | 6.26 CHF | 10,000 | 10,000 | 10,000 | 7,771 | 62,745 CHF | 49,394 CHF | 99.64% | 99.64% |
11/07/2024 | 1.42% | 6.53 CHF | 6.58 CHF | 10,000 | 10,000 | 10,000 | 7,788 | 63,621 CHF | 50,299 CHF | 93.12% | 93.12% |
10/07/2024 | 1.34% | 6.56 CHF | 6.60 CHF | 10,000 | 10,000 | 10,000 | 7,837 | 64,182 CHF | 51,115 CHF | 80.03% | 80.03% |
09/07/2024 | 1.42% | 6.26 CHF | 6.31 CHF | 10,000 | 10,000 | 10,000 | 7,771 | 60,374 CHF | 47,635 CHF | 99.61% | 99.61% |
08/07/2024 | 1.40% | 5.87 CHF | 5.91 CHF | 20,000 | 20,000 | 12,137 | 10,171 | 69,271 CHF | 58,825 CHF | 99.62% | 99.62% |
05/07/2024 | 1.41% | 5.73 CHF | 5.78 CHF | 20,000 | 20,000 | 12,175 | 9,954 | 70,281 CHF | 58,204 CHF | 98.32% | 98.32% |
04/07/2024 | 1.37% | 5.79 CHF | 5.83 CHF | 20,000 | 20,000 | 12,424 | 10,264 | 72,196 CHF | 60,356 CHF | 88.23% | 88.23% |
03/07/2024 | 1.40% | 5.84 CHF | 5.88 CHF | 20,000 | 20,000 | 12,147 | 9,922 | 71,334 CHF | 58,947 CHF | 99.63% | 99.63% |
02/07/2024 | 1.41% | 6.25 CHF | 6.30 CHF | 10,000 | 10,000 | 10,000 | 7,770 | 64,229 CHF | 50,514 CHF | 99.63% | 99.63% |