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 | 0.81% | 4.19 CHF | 4.20 CHF | 20,000 | 10,000 | 20,000 | 5,908 | 82,632 CHF | 24,637 CHF | 88.30% | 88.30% |
12/07/2024 | 0.88% | 4.09 CHF | 4.10 CHF | 20,000 | 10,000 | 20,000 | 5,819 | 77,386 CHF | 22,835 CHF | 98.64% | 98.64% |
11/07/2024 | 0.87% | 4.02 CHF | 4.03 CHF | 20,000 | 10,000 | 20,000 | 5,807 | 78,905 CHF | 23,169 CHF | 99.19% | 99.19% |
10/07/2024 | 0.86% | 3.43 CHF | 3.44 CHF | 20,000 | 10,000 | 20,000 | 5,804 | 77,879 CHF | 22,355 CHF | 99.61% | 99.61% |
09/07/2024 | 0.76% | 3.96 CHF | 3.97 CHF | 20,000 | 10,000 | 20,000 | 5,805 | 87,442 CHF | 25,145 CHF | 99.61% | 99.61% |
08/07/2024 | 0.39% | 4.61 CHF | 4.62 CHF | 20,000 | 10,000 | 20,000 | 5,847 | 96,162 CHF | 28,053 CHF | 94.67% | 94.67% |
05/07/2024 | 0.39% | 5.11 CHF | 5.12 CHF | 10,000 | 10,000 | 18,098 | 5,823 | 86,973 CHF | 28,525 CHF | 98.29% | 98.29% |
04/07/2024 | 0.40% | 4.70 CHF | 4.71 CHF | 20,000 | 10,000 | 20,000 | 5,814 | 93,812 CHF | 27,360 CHF | 99.16% | 99.16% |
03/07/2024 | 0.43% | 4.73 CHF | 4.74 CHF | 20,000 | 10,000 | 20,000 | 5,812 | 88,418 CHF | 26,052 CHF | 99.59% | 99.59% |
02/07/2024 | 0.44% | 4.28 CHF | 4.29 CHF | 20,000 | 10,000 | 20,000 | 5,812 | 84,432 CHF | 24,662 CHF | 98.85% | 98.85% |