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 | 4.98% | 10.58 CHF | 10.88 CHF | 10,000 | 3,000 | 10,000 | 1,125 | 104,428 CHF | 12,218 CHF | 98.89% | 98.89% |
12/07/2024 | 5.41% | 10.16 CHF | 10.46 CHF | 10,000 | 5,000 | 10,000 | 2,047 | 94,455 CHF | 20,683 CHF | 82.62% | 82.62% |
11/07/2024 | 5.60% | 9.58 CHF | 9.88 CHF | 10,000 | 5,000 | 10,000 | 1,872 | 92,908 CHF | 18,346 CHF | 99.11% | 99.11% |
10/07/2024 | 6.00% | 9.11 CHF | 9.41 CHF | 10,000 | 5,000 | 10,000 | 1,869 | 86,843 CHF | 17,395 CHF | 99.53% | 99.53% |
09/07/2024 | 6.30% | 8.22 CHF | 8.52 CHF | 10,000 | 5,000 | 10,000 | 1,868 | 82,084 CHF | 16,153 CHF | 99.59% | 99.59% |
08/07/2024 | 6.42% | 8.05 CHF | 8.35 CHF | 10,000 | 5,000 | 10,000 | 1,868 | 80,590 CHF | 15,945 CHF | 99.59% | 99.59% |
05/07/2024 | 5.86% | 8.93 CHF | 9.23 CHF | 10,000 | 5,000 | 10,000 | 2,196 | 84,892 CHF | 19,836 CHF | 72.27% | 72.27% |
04/07/2024 | 7.16% | 8.18 CHF | 8.78 CHF | 10,000 | 1,000 | 10,000 | 1,000 | 80,792 CHF | 8,679 CHF | 98.99% | 98.99% |
03/07/2024 | 7.09% | 8.25 CHF | 8.55 CHF | 10,000 | 5,000 | 10,000 | 1,843 | 73,708 CHF | 14,919 CHF | 98.79% | 98.79% |
02/07/2024 | 7.54% | 6.81 CHF | 7.11 CHF | 10,000 | 5,000 | 10,000 | 1,857 | 68,416 CHF | 13,607 CHF | 99.23% | 99.23% |