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 | 0.69% | 4.89 CHF | 4.90 CHF | 20,000 | 10,000 | 20,000 | 5,908 | 96,676 CHF | 28,787 CHF | 88.32% | 88.32% |
12/07/2024 | 0.75% | 4.80 CHF | 4.81 CHF | 20,000 | 10,000 | 20,000 | 5,819 | 91,444 CHF | 26,921 CHF | 98.70% | 98.70% |
11/07/2024 | 0.73% | 4.72 CHF | 4.73 CHF | 20,000 | 10,000 | 20,000 | 5,802 | 92,983 CHF | 27,231 CHF | 99.10% | 99.10% |
10/07/2024 | 0.73% | 4.13 CHF | 4.14 CHF | 20,000 | 10,000 | 20,000 | 5,804 | 91,982 CHF | 26,447 CHF | 99.63% | 99.63% |
09/07/2024 | 0.66% | 4.66 CHF | 4.67 CHF | 20,000 | 10,000 | 12,110 | 5,804 | 60,733 CHF | 29,232 CHF | 99.62% | 99.62% |
08/07/2024 | 0.34% | 5.31 CHF | 5.32 CHF | 10,000 | 10,000 | 10,000 | 5,847 | 55,094 CHF | 32,157 CHF | 94.61% | 94.61% |
05/07/2024 | 0.34% | 5.82 CHF | 5.83 CHF | 10,000 | 10,000 | 10,000 | 5,823 | 55,364 CHF | 32,621 CHF | 98.31% | 98.31% |
04/07/2024 | 0.35% | 5.41 CHF | 5.42 CHF | 10,000 | 10,000 | 10,000 | 5,814 | 53,958 CHF | 31,462 CHF | 99.13% | 99.13% |
03/07/2024 | 0.37% | 5.44 CHF | 5.45 CHF | 10,000 | 10,000 | 10,000 | 5,812 | 51,282 CHF | 30,159 CHF | 99.60% | 99.60% |
02/07/2024 | 0.38% | 4.99 CHF | 5.00 CHF | 20,000 | 10,000 | 19,656 | 5,810 | 96,827 CHF | 28,765 CHF | 98.95% | 98.95% |