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% | 4.04 CHF | 4.10 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 61,233 CHF | 62,133 CHF | 99.99% | 99.99% |
12/07/2024 | 1.40% | 4.30 CHF | 4.36 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 63,807 CHF | 64,707 CHF | 100.00% | 100.00% |
11/07/2024 | 1.28% | 4.80 CHF | 4.86 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 69,780 CHF | 70,680 CHF | 71.56% | 71.56% |
10/07/2024 | 1.30% | 4.54 CHF | 4.60 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 68,885 CHF | 69,785 CHF | 99.37% | 99.37% |
09/07/2024 | 1.20% | 4.36 CHF | 4.42 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 74,580 CHF | 75,480 CHF | 99.99% | 99.99% |
08/07/2024 | 1.20% | 5.13 CHF | 5.19 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 74,299 CHF | 75,199 CHF | 100.00% | 100.00% |
05/07/2024 | 1.12% | 5.32 CHF | 5.38 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 79,888 CHF | 80,788 CHF | 99.80% | 99.80% |
04/07/2024 | 1.14% | 5.18 CHF | 5.24 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 78,202 CHF | 79,102 CHF | 97.33% | 97.33% |
03/07/2024 | 1.09% | 5.65 CHF | 5.71 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 82,205 CHF | 83,105 CHF | 99.99% | 99.99% |
02/07/2024 | 1.27% | 5.11 CHF | 5.17 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 70,744 CHF | 71,644 CHF | 99.95% | 99.95% |