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 | 2.60% | 4.62 CHF | 4.74 CHF | 20,000 | 2,500 | 10,176 | 1,845 | 46,858 CHF | 8,874 CHF | 94.82% | 94.82% |
12/07/2024 | 2.42% | 4.71 CHF | 4.81 CHF | 20,000 | 2,500 | 20,000 | 2,500 | 86,097 CHF | 11,026 CHF | 83.95% | 83.95% |
11/07/2024 | 2.37% | 4.45 CHF | 4.56 CHF | 20,000 | 2,500 | 20,000 | 2,500 | 88,613 CHF | 11,343 CHF | 86.33% | 86.33% |
10/07/2024 | 2.76% | 4.33 CHF | 4.48 CHF | 18,674 | 2,500 | 11,271 | 2,500 | 59,668 CHF | 13,827 CHF | 97.92% | 97.92% |
09/07/2024 | 2.40% | 6.21 CHF | 6.35 CHF | 10,000 | 2,500 | 10,000 | 2,500 | 60,127 CHF | 15,397 CHF | 99.96% | 99.96% |
08/07/2024 | 2.48% | 5.89 CHF | 6.04 CHF | 10,000 | 2,500 | 10,000 | 2,500 | 57,440 CHF | 14,721 CHF | 99.99% | 99.99% |
05/07/2024 | 2.67% | 6.15 CHF | 6.31 CHF | 10,000 | 2,500 | 10,000 | 2,500 | 61,250 CHF | 15,726 CHF | 98.87% | 98.87% |
04/07/2024 | 2.60% | 6.93 CHF | 7.09 CHF | 10,000 | 2,500 | 1,900 | 1,343 | 12,827 CHF | 9,214 CHF | 100.00% | 100.00% |
03/07/2024 | 2.54% | 6.60 CHF | 6.78 CHF | 1,250 | 1,250 | 1,250 | 1,250 | 8,401 CHF | 8,617 CHF | 99.73% | 99.73% |
02/07/2024 | 3.09% | 6.19 CHF | 6.40 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 6,704 CHF | 6,915 CHF | 99.99% | 99.99% |