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 | 0.94% | 3.63 CHF | 3.64 CHF | 20,000 | 10,000 | 20,000 | 5,911 | 71,340 CHF | 21,314 CHF | 88.19% | 88.19% |
12/07/2024 | 1.03% | 3.53 CHF | 3.54 CHF | 20,000 | 10,000 | 20,000 | 5,823 | 66,112 CHF | 19,569 CHF | 98.33% | 98.33% |
11/07/2024 | 1.02% | 3.46 CHF | 3.47 CHF | 20,000 | 10,000 | 20,000 | 5,806 | 67,629 CHF | 19,896 CHF | 99.09% | 99.09% |
10/07/2024 | 1.00% | 2.86 CHF | 2.87 CHF | 20,000 | 10,000 | 20,000 | 5,806 | 66,588 CHF | 19,083 CHF | 99.53% | 99.53% |
09/07/2024 | 0.88% | 3.39 CHF | 3.40 CHF | 20,000 | 10,000 | 20,000 | 5,805 | 76,140 CHF | 21,869 CHF | 99.59% | 99.59% |
08/07/2024 | 0.43% | 4.04 CHF | 4.05 CHF | 20,000 | 10,000 | 20,000 | 5,847 | 84,866 CHF | 24,754 CHF | 94.64% | 94.64% |
05/07/2024 | 0.44% | 4.55 CHF | 4.56 CHF | 20,000 | 10,000 | 20,000 | 5,824 | 85,359 CHF | 25,237 CHF | 98.26% | 98.26% |
04/07/2024 | 0.46% | 4.14 CHF | 4.15 CHF | 20,000 | 10,000 | 20,000 | 5,814 | 82,495 CHF | 24,072 CHF | 99.16% | 99.16% |
03/07/2024 | 0.49% | 4.17 CHF | 4.18 CHF | 20,000 | 10,000 | 20,000 | 5,813 | 77,057 CHF | 22,756 CHF | 99.56% | 99.56% |
02/07/2024 | 0.51% | 3.71 CHF | 3.72 CHF | 20,000 | 10,000 | 20,000 | 5,817 | 73,092 CHF | 21,385 CHF | 98.59% | 98.59% |