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 | 0.66% | 4.99 CHF | 5.00 CHF | 20,000 | 10,000 | 11,073 | 5,907 | 55,598 CHF | 29,831 CHF | 88.33% | 88.33% |
12/07/2024 | 0.64% | 5.10 CHF | 5.11 CHF | 10,000 | 10,000 | 10,000 | 5,819 | 53,083 CHF | 30,925 CHF | 98.69% | 98.69% |
11/07/2024 | 0.65% | 5.17 CHF | 5.18 CHF | 10,000 | 10,000 | 10,034 | 5,808 | 52,666 CHF | 30,554 CHF | 99.24% | 99.24% |
10/07/2024 | 0.65% | 5.82 CHF | 5.83 CHF | 10,000 | 10,000 | 10,000 | 5,804 | 53,208 CHF | 31,510 CHF | 99.63% | 99.63% |
09/07/2024 | 0.71% | 5.29 CHF | 5.30 CHF | 10,000 | 10,000 | 18,050 | 5,804 | 86,768 CHF | 28,741 CHF | 99.63% | 99.63% |
08/07/2024 | 0.42% | 4.65 CHF | 4.66 CHF | 20,000 | 10,000 | 20,000 | 5,846 | 88,586 CHF | 26,166 CHF | 94.69% | 94.69% |
05/07/2024 | 0.42% | 4.16 CHF | 4.17 CHF | 20,000 | 10,000 | 20,000 | 5,823 | 88,782 CHF | 25,671 CHF | 98.31% | 98.31% |
04/07/2024 | 0.41% | 4.59 CHF | 4.60 CHF | 20,000 | 10,000 | 20,000 | 5,814 | 92,116 CHF | 26,884 CHF | 99.13% | 99.13% |
03/07/2024 | 0.38% | 4.57 CHF | 4.58 CHF | 20,000 | 10,000 | 19,432 | 5,812 | 95,093 CHF | 28,281 CHF | 99.60% | 99.60% |
02/07/2024 | 0.37% | 5.06 CHF | 5.07 CHF | 10,000 | 10,000 | 10,228 | 5,812 | 52,270 CHF | 29,801 CHF | 99.00% | 99.00% |