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 | 4.21% | 1.56 CHF | 1.62 CHF | 40,000 | 7,500 | 21,012 | 5,536 | 32,636 CHF | 9,171 CHF | 94.81% | 94.81% |
12/07/2024 | 3.63% | 1.61 CHF | 1.66 CHF | 40,000 | 7,500 | 40,000 | 7,500 | 56,288 CHF | 10,944 CHF | 83.96% | 83.96% |
11/07/2024 | 3.58% | 1.48 CHF | 1.53 CHF | 40,000 | 7,500 | 40,000 | 7,500 | 58,788 CHF | 11,424 CHF | 86.20% | 86.20% |
10/07/2024 | 4.52% | 1.41 CHF | 1.50 CHF | 29,857 | 5,000 | 29,183 | 5,000 | 59,990 CHF | 10,756 CHF | 99.98% | 99.98% |
09/07/2024 | 3.67% | 2.58 CHF | 2.67 CHF | 20,000 | 5,000 | 29,822 | 5,000 | 71,488 CHF | 12,439 CHF | 63.50% | 63.50% |
08/07/2024 | 3.81% | 2.39 CHF | 2.48 CHF | 30,000 | 5,000 | 30,000 | 5,000 | 68,928 CHF | 11,934 CHF | 99.99% | 99.99% |
05/07/2024 | 4.23% | 2.48 CHF | 2.59 CHF | 24,973 | 2,500 | 22,015 | 2,500 | 55,541 CHF | 6,624 CHF | 86.57% | 86.57% |
04/07/2024 | 4.07% | 3.07 CHF | 3.18 CHF | 20,000 | 5,000 | 3,800 | 2,686 | 11,227 CHF | 8,140 CHF | 100.00% | 100.00% |
03/07/2024 | 3.92% | 2.86 CHF | 2.98 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 7,333 CHF | 7,626 CHF | 99.73% | 99.73% |
02/07/2024 | 5.25% | 2.58 CHF | 2.74 CHF | 1,250 | 1,250 | 1,250 | 1,250 | 3,692 CHF | 3,890 CHF | 99.98% | 99.98% |