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 | 1.34% | 2.56 CHF | 2.57 CHF | 20,000 | 10,000 | 26,811 | 5,910 | 66,815 CHF | 14,989 CHF | 88.20% | 88.20% |
12/07/2024 | 1.53% | 2.46 CHF | 2.47 CHF | 30,000 | 10,000 | 30,000 | 5,824 | 67,051 CHF | 13,337 CHF | 98.31% | 98.31% |
11/07/2024 | 1.48% | 2.39 CHF | 2.40 CHF | 30,000 | 10,000 | 29,711 | 5,808 | 68,551 CHF | 13,681 CHF | 99.14% | 99.14% |
10/07/2024 | 1.46% | 1.79 CHF | 1.80 CHF | 30,000 | 10,000 | 30,000 | 5,807 | 67,662 CHF | 12,846 CHF | 99.53% | 99.53% |
09/07/2024 | 1.22% | 2.32 CHF | 2.33 CHF | 30,000 | 10,000 | 21,547 | 5,805 | 58,270 CHF | 15,642 CHF | 99.59% | 99.59% |
08/07/2024 | 0.58% | 2.97 CHF | 2.98 CHF | 20,000 | 10,000 | 20,000 | 5,848 | 63,456 CHF | 18,494 CHF | 94.63% | 94.63% |
05/07/2024 | 0.59% | 3.48 CHF | 3.49 CHF | 20,000 | 10,000 | 20,000 | 5,824 | 63,915 CHF | 18,994 CHF | 98.25% | 98.25% |
04/07/2024 | 0.61% | 3.07 CHF | 3.08 CHF | 20,000 | 10,000 | 20,000 | 5,814 | 61,006 CHF | 17,827 CHF | 99.13% | 99.13% |
03/07/2024 | 0.68% | 3.09 CHF | 3.10 CHF | 20,000 | 10,000 | 20,000 | 5,813 | 55,509 CHF | 16,497 CHF | 99.56% | 99.56% |
02/07/2024 | 0.73% | 2.63 CHF | 2.64 CHF | 20,000 | 10,000 | 20,191 | 5,817 | 51,993 CHF | 15,111 CHF | 98.58% | 98.58% |