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 | 0.78% | 4.35 CHF | 4.36 CHF | 20,000 | 10,000 | 20,000 | 5,907 | 85,832 CHF | 25,579 CHF | 87.97% | 87.97% |
12/07/2024 | 0.85% | 4.25 CHF | 4.26 CHF | 20,000 | 10,000 | 20,000 | 5,826 | 80,591 CHF | 23,794 CHF | 98.19% | 98.19% |
11/07/2024 | 0.83% | 4.18 CHF | 4.19 CHF | 20,000 | 10,000 | 20,000 | 5,801 | 82,106 CHF | 24,071 CHF | 98.75% | 98.75% |
10/07/2024 | 0.83% | 3.59 CHF | 3.60 CHF | 20,000 | 10,000 | 20,000 | 5,808 | 81,086 CHF | 23,300 CHF | 99.48% | 99.48% |
09/07/2024 | 0.74% | 4.12 CHF | 4.13 CHF | 20,000 | 10,000 | 20,000 | 5,806 | 90,652 CHF | 26,086 CHF | 99.53% | 99.53% |
08/07/2024 | 0.37% | 4.77 CHF | 4.78 CHF | 20,000 | 10,000 | 13,153 | 5,849 | 65,066 CHF | 29,001 CHF | 94.55% | 94.55% |
05/07/2024 | 0.38% | 5.27 CHF | 5.28 CHF | 10,000 | 10,000 | 17,807 | 5,825 | 88,385 CHF | 29,468 CHF | 98.21% | 98.21% |
04/07/2024 | 0.39% | 4.87 CHF | 4.88 CHF | 20,000 | 10,000 | 20,000 | 5,814 | 97,030 CHF | 28,296 CHF | 99.16% | 99.16% |
03/07/2024 | 0.41% | 4.89 CHF | 4.90 CHF | 20,000 | 10,000 | 20,000 | 5,814 | 91,631 CHF | 26,996 CHF | 99.50% | 99.50% |
02/07/2024 | 0.42% | 4.44 CHF | 4.45 CHF | 20,000 | 10,000 | 20,000 | 5,818 | 87,669 CHF | 25,630 CHF | 98.44% | 98.44% |