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 | 1.09% | 3.04 CHF | 3.05 CHF | 20,000 | 10,000 | 20,000 | 5,914 | 61,424 CHF | 18,296 CHF | 88.06% | 88.06% |
12/07/2024 | 1.01% | 3.14 CHF | 3.15 CHF | 20,000 | 10,000 | 20,000 | 5,828 | 66,950 CHF | 19,550 CHF | 97.95% | 97.95% |
11/07/2024 | 1.02% | 3.22 CHF | 3.23 CHF | 20,000 | 10,000 | 20,000 | 5,810 | 65,717 CHF | 19,163 CHF | 99.02% | 99.02% |
10/07/2024 | 1.04% | 3.85 CHF | 3.86 CHF | 20,000 | 10,000 | 20,000 | 5,808 | 67,052 CHF | 20,099 CHF | 99.46% | 99.46% |
09/07/2024 | 1.21% | 3.32 CHF | 3.33 CHF | 20,000 | 10,000 | 20,000 | 5,809 | 57,617 CHF | 17,330 CHF | 99.43% | 99.43% |
08/07/2024 | 0.75% | 2.68 CHF | 2.69 CHF | 20,000 | 10,000 | 28,147 | 5,851 | 69,034 CHF | 14,685 CHF | 94.51% | 94.51% |
05/07/2024 | 0.75% | 2.19 CHF | 2.20 CHF | 30,000 | 10,000 | 22,352 | 5,827 | 54,617 CHF | 14,194 CHF | 98.10% | 98.10% |
04/07/2024 | 0.71% | 2.62 CHF | 2.63 CHF | 20,000 | 10,000 | 20,000 | 5,814 | 52,566 CHF | 15,389 CHF | 99.13% | 99.13% |
03/07/2024 | 0.63% | 2.59 CHF | 2.60 CHF | 20,000 | 10,000 | 20,000 | 5,816 | 58,302 CHF | 16,782 CHF | 99.40% | 99.40% |
02/07/2024 | 0.60% | 3.08 CHF | 3.09 CHF | 20,000 | 10,000 | 20,000 | 5,819 | 62,537 CHF | 18,275 CHF | 98.20% | 98.20% |