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 | 1.08% | 3.15 CHF | 3.16 CHF | 20,000 | 10,000 | 20,000 | 5,908 | 61,853 CHF | 18,500 CHF | 88.31% | 88.31% |
12/07/2024 | 1.21% | 3.06 CHF | 3.07 CHF | 20,000 | 10,000 | 20,000 | 5,819 | 56,603 CHF | 16,787 CHF | 98.68% | 98.68% |
11/07/2024 | 1.18% | 2.98 CHF | 2.99 CHF | 20,000 | 10,000 | 20,000 | 5,801 | 58,099 CHF | 17,118 CHF | 99.07% | 99.07% |
10/07/2024 | 1.17% | 2.39 CHF | 2.40 CHF | 30,000 | 10,000 | 21,451 | 5,804 | 60,535 CHF | 16,305 CHF | 99.63% | 99.63% |
09/07/2024 | 1.00% | 2.92 CHF | 2.93 CHF | 20,000 | 10,000 | 20,000 | 5,805 | 66,600 CHF | 19,098 CHF | 99.61% | 99.61% |
08/07/2024 | 0.50% | 3.57 CHF | 3.58 CHF | 20,000 | 10,000 | 20,000 | 5,847 | 75,375 CHF | 21,979 CHF | 94.59% | 94.59% |
05/07/2024 | 0.50% | 4.07 CHF | 4.08 CHF | 20,000 | 10,000 | 20,000 | 5,824 | 75,841 CHF | 22,466 CHF | 98.27% | 98.27% |
04/07/2024 | 0.51% | 3.66 CHF | 3.67 CHF | 20,000 | 10,000 | 20,000 | 5,814 | 72,944 CHF | 21,296 CHF | 99.16% | 99.16% |
03/07/2024 | 0.56% | 3.69 CHF | 3.70 CHF | 20,000 | 10,000 | 20,000 | 5,812 | 67,477 CHF | 19,971 CHF | 99.59% | 99.59% |
02/07/2024 | 0.59% | 3.23 CHF | 3.24 CHF | 20,000 | 10,000 | 20,000 | 5,812 | 63,507 CHF | 18,583 CHF | 98.94% | 98.94% |