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 | 1.82% | 3.08 CHF | 3.13 CHF | 20,000 | 7,500 | 11,488 | 5,536 | 35,338 CHF | 17,189 CHF | 94.82% | 94.82% |
12/07/2024 | 1.50% | 3.06 CHF | 3.11 CHF | 20,000 | 7,500 | 20,000 | 7,500 | 64,895 CHF | 24,702 CHF | 83.96% | 83.96% |
11/07/2024 | 1.51% | 3.18 CHF | 3.23 CHF | 20,000 | 7,500 | 20,000 | 7,500 | 63,780 CHF | 24,281 CHF | 86.33% | 86.33% |
10/07/2024 | 1.39% | 3.22 CHF | 3.26 CHF | 20,000 | 10,000 | 20,000 | 10,000 | 58,786 CHF | 29,803 CHF | 100.00% | 100.00% |
09/07/2024 | 1.50% | 2.71 CHF | 2.75 CHF | 20,000 | 10,000 | 20,000 | 10,000 | 55,355 CHF | 28,094 CHF | 99.92% | 99.92% |
08/07/2024 | 1.47% | 2.80 CHF | 2.85 CHF | 20,000 | 10,000 | 20,000 | 10,000 | 56,958 CHF | 28,902 CHF | 100.00% | 100.00% |
05/07/2024 | 1.41% | 2.74 CHF | 2.78 CHF | 20,000 | 10,000 | 20,000 | 10,000 | 54,986 CHF | 27,882 CHF | 98.87% | 98.87% |
04/07/2024 | 2.24% | 2.56 CHF | 2.60 CHF | 20,000 | 10,000 | 6,114 | 5,371 | 15,922 CHF | 14,329 CHF | 100.00% | 100.00% |
03/07/2024 | 2.33% | 2.63 CHF | 2.69 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 12,991 CHF | 13,297 CHF | 99.73% | 99.73% |
02/07/2024 | 2.13% | 2.73 CHF | 2.79 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 13,172 CHF | 13,455 CHF | 99.94% | 99.94% |