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 | 1.86% | 13.35 CHF | 13.60 CHF | 10,000 | 5,000 | 10,000 | 5,000 | 133,149 CHF | 67,824 CHF | 98.73% | 98.73% |
12/07/2024 | 1.90% | 12.88 CHF | 13.11 CHF | 10,000 | 5,000 | 10,000 | 5,000 | 122,093 CHF | 62,218 CHF | 99.35% | 99.35% |
11/07/2024 | 1.83% | 11.85 CHF | 12.06 CHF | 10,000 | 5,000 | 10,000 | 5,000 | 113,523 CHF | 57,811 CHF | 94.95% | 94.95% |
10/07/2024 | 2.03% | 10.44 CHF | 10.64 CHF | 10,000 | 5,000 | 10,000 | 5,000 | 101,370 CHF | 51,725 CHF | 99.52% | 99.52% |
09/07/2024 | 2.13% | 10.39 CHF | 10.63 CHF | 2,500 | 2,500 | 3,034 | 2,678 | 33,569 CHF | 30,336 CHF | 99.84% | 99.84% |
08/07/2024 | 1.06% | 11.11 CHF | 11.23 CHF | 10,000 | 5,000 | 10,000 | 5,000 | 110,128 CHF | 55,652 CHF | 99.11% | 99.11% |
05/07/2024 | 1.21% | 9.81 CHF | 9.94 CHF | 10,000 | 5,000 | 10,000 | 5,000 | 104,085 CHF | 52,673 CHF | 99.61% | 99.61% |
04/07/2024 | 1.09% | 10.29 CHF | 10.40 CHF | 10,000 | 5,000 | 10,000 | 5,000 | 101,305 CHF | 51,210 CHF | 98.25% | 98.25% |
03/07/2024 | 1.09% | 9.35 CHF | 9.45 CHF | 10,000 | 7,500 | 10,000 | 7,500 | 90,349 CHF | 68,501 CHF | 99.31% | 99.31% |
02/07/2024 | 1.43% | 8.45 CHF | 8.56 CHF | 10,000 | 5,000 | 10,000 | 5,000 | 79,884 CHF | 40,516 CHF | 93.41% | 93.41% |