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 | 3.63% | 0.98 CHF | 0.99 CHF | 60,000 | 10,000 | 59,410 | 5,910 | 54,330 CHF | 5,642 CHF | 88.20% | 88.20% |
12/07/2024 | 5.27% | 0.88 CHF | 0.89 CHF | 60,000 | 10,000 | 81,829 | 5,824 | 52,754 CHF | 4,125 CHF | 98.31% | 98.31% |
11/07/2024 | 4.74% | 0.81 CHF | 0.82 CHF | 70,000 | 10,000 | 75,896 | 5,808 | 54,655 CHF | 4,490 CHF | 99.13% | 99.13% |
10/07/2024 | 4.87% | 0.20 CHF | 0.23 CHF | 250,000 | 10,000 | 83,426 | 5,443 | 53,808 CHF | 3,773 CHF | 91.59% | 99.52% |
09/07/2024 | 2.79% | 0.73 CHF | 0.74 CHF | 70,000 | 10,000 | 49,213 | 5,805 | 54,306 CHF | 6,435 CHF | 99.59% | 99.59% |
08/07/2024 | 1.16% | 1.39 CHF | 1.40 CHF | 40,000 | 10,000 | 39,707 | 5,849 | 63,137 CHF | 9,244 CHF | 94.51% | 94.51% |
05/07/2024 | 1.18% | 1.89 CHF | 1.90 CHF | 30,000 | 10,000 | 37,807 | 5,848 | 60,387 CHF | 9,805 CHF | 97.56% | 97.56% |
04/07/2024 | 1.27% | 1.48 CHF | 1.49 CHF | 40,000 | 10,000 | 40,000 | 5,814 | 58,488 CHF | 8,595 CHF | 99.13% | 99.13% |
03/07/2024 | 1.63% | 1.51 CHF | 1.52 CHF | 40,000 | 10,000 | 47,832 | 5,813 | 56,162 CHF | 7,253 CHF | 99.56% | 99.56% |
02/07/2024 | 1.90% | 1.04 CHF | 1.05 CHF | 50,000 | 10,000 | 57,414 | 5,808 | 56,245 CHF | 5,830 CHF | 98.36% | 98.36% |