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 | 0.87% | 3.81 CHF | 3.82 CHF | 20,000 | 10,000 | 20,000 | 5,908 | 76,827 CHF | 22,828 CHF | 88.30% | 88.30% |
12/07/2024 | 0.82% | 3.91 CHF | 3.92 CHF | 20,000 | 10,000 | 20,000 | 5,819 | 82,414 CHF | 24,019 CHF | 98.65% | 98.65% |
11/07/2024 | 0.84% | 3.99 CHF | 4.00 CHF | 20,000 | 10,000 | 20,000 | 5,803 | 81,215 CHF | 23,636 CHF | 99.11% | 99.11% |
10/07/2024 | 0.83% | 4.63 CHF | 4.64 CHF | 20,000 | 10,000 | 20,000 | 5,804 | 82,591 CHF | 24,596 CHF | 99.62% | 99.62% |
09/07/2024 | 0.95% | 4.10 CHF | 4.11 CHF | 20,000 | 10,000 | 20,000 | 5,804 | 73,178 CHF | 21,832 CHF | 99.62% | 99.62% |
08/07/2024 | 0.58% | 3.46 CHF | 3.47 CHF | 20,000 | 10,000 | 20,000 | 5,847 | 64,815 CHF | 19,221 CHF | 94.58% | 94.58% |
05/07/2024 | 0.56% | 2.97 CHF | 2.98 CHF | 20,000 | 10,000 | 20,000 | 5,826 | 64,950 CHF | 18,743 CHF | 98.20% | 98.20% |
04/07/2024 | 0.55% | 3.40 CHF | 3.41 CHF | 20,000 | 10,000 | 20,000 | 5,814 | 68,232 CHF | 19,941 CHF | 99.16% | 99.16% |
03/07/2024 | 0.50% | 3.38 CHF | 3.39 CHF | 20,000 | 10,000 | 20,000 | 5,812 | 74,027 CHF | 21,336 CHF | 99.59% | 99.59% |
02/07/2024 | 0.48% | 3.86 CHF | 3.87 CHF | 20,000 | 10,000 | 20,000 | 5,810 | 78,308 CHF | 22,825 CHF | 98.86% | 98.86% |