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 | 3.22% | 5.75 CHF | 5.85 CHF | 50,000 | 50,000 | 19,036 | 19,036 | 104,817 CHF | 107,494 CHF | 95.49% | 95.49% |
12/07/2024 | 3.15% | 5.55 CHF | 5.65 CHF | 50,000 | 50,000 | 18,714 | 18,714 | 103,220 CHF | 105,873 CHF | 99.17% | 99.17% |
11/07/2024 | 2.59% | 5.59 CHF | 5.69 CHF | 30,000 | 30,000 | 14,413 | 11,295 | 93,740 CHF | 73,816 CHF | 97.72% | 97.72% |
10/07/2024 | 2.71% | 6.36 CHF | 6.46 CHF | 50,000 | 50,000 | 18,828 | 18,828 | 122,292 CHF | 124,954 CHF | 97.92% | 97.92% |
09/07/2024 | 2.46% | 6.75 CHF | 6.85 CHF | 30,000 | 30,000 | 14,338 | 11,205 | 101,046 CHF | 80,094 CHF | 99.55% | 99.55% |
08/07/2024 | 3.61% | 7.02 CHF | 7.17 CHF | 30,000 | 30,000 | 14,413 | 11,295 | 103,328 CHF | 83,028 CHF | 97.70% | 97.70% |
05/07/2024 | 2.64% | 7.17 CHF | 7.27 CHF | 30,000 | 30,000 | 14,526 | 11,431 | 98,618 CHF | 79,915 CHF | 95.40% | 95.40% |
04/07/2024 | 3.00% | 6.42 CHF | 6.62 CHF | 10,000 | 6,000 | 10,000 | 6,000 | 65,739 CHF | 40,643 CHF | 89.42% | 89.42% |
03/07/2024 | 2.75% | 6.52 CHF | 6.62 CHF | 30,000 | 30,000 | 14,442 | 11,331 | 92,124 CHF | 73,915 CHF | 97.21% | 97.21% |
02/07/2024 | 2.92% | 6.18 CHF | 6.28 CHF | 50,000 | 50,000 | 18,732 | 18,732 | 113,874 CHF | 116,529 CHF | 98.65% | 98.65% |