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 | 3.69% | 1.29 CHF | 1.33 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 23,902 CHF | 24,799 CHF | 97.10% | 97.10% |
12/07/2024 | 3.54% | 1.22 CHF | 1.26 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 23,567 CHF | 24,416 CHF | 99.01% | 99.01% |
11/07/2024 | 4.30% | 1.10 CHF | 1.15 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 12,908 CHF | 13,472 CHF | 99.07% | 99.07% |
10/07/2024 | 3.78% | 1.52 CHF | 1.58 CHF | 40,000 | 10,000 | 34,904 | 10,000 | 57,998 CHF | 17,320 CHF | 98.61% | 98.61% |
09/07/2024 | 4.72% | 1.72 CHF | 1.79 CHF | 30,000 | 10,000 | 40,598 | 10,000 | 57,859 CHF | 15,035 CHF | 99.29% | 99.29% |
08/07/2024 | 3.78% | 1.86 CHF | 1.93 CHF | 30,000 | 10,000 | 30,020 | 10,000 | 53,729 CHF | 18,588 CHF | 100.00% | 100.00% |
05/07/2024 | 3.98% | 1.80 CHF | 1.87 CHF | 30,000 | 10,000 | 30,006 | 10,000 | 53,943 CHF | 18,706 CHF | 98.85% | 98.85% |
04/07/2024 | 4.00% | 1.86 CHF | 1.94 CHF | 30,000 | 10,000 | 30,000 | 10,000 | 57,771 CHF | 20,041 CHF | 97.21% | 97.21% |
03/07/2024 | 5.29% | 2.03 CHF | 2.13 CHF | 30,000 | 7,500 | 30,369 | 7,500 | 60,247 CHF | 15,714 CHF | 91.04% | 91.04% |
02/07/2024 | 3.12% | 2.94 CHF | 3.04 CHF | 20,000 | 7,500 | 20,000 | 7,500 | 64,487 CHF | 24,946 CHF | 98.66% | 98.66% |