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 | 0.79% | 4.17 CHF | 4.18 CHF | 20,000 | 10,000 | 20,000 | 5,913 | 84,143 CHF | 25,011 CHF | 88.08% | 88.08% |
12/07/2024 | 0.75% | 4.28 CHF | 4.29 CHF | 20,000 | 10,000 | 20,000 | 5,826 | 89,703 CHF | 26,170 CHF | 98.17% | 98.17% |
11/07/2024 | 0.76% | 4.35 CHF | 4.36 CHF | 20,000 | 10,000 | 20,000 | 5,812 | 88,506 CHF | 25,787 CHF | 99.02% | 99.02% |
10/07/2024 | 0.77% | 4.99 CHF | 5.00 CHF | 20,000 | 10,000 | 19,481 | 5,808 | 87,262 CHF | 26,725 CHF | 99.48% | 99.48% |
09/07/2024 | 0.86% | 4.46 CHF | 4.47 CHF | 20,000 | 10,000 | 20,000 | 5,807 | 80,424 CHF | 23,944 CHF | 99.53% | 99.53% |
08/07/2024 | 0.52% | 3.82 CHF | 3.83 CHF | 20,000 | 10,000 | 20,000 | 5,849 | 72,033 CHF | 21,336 CHF | 94.59% | 94.59% |
05/07/2024 | 0.51% | 3.33 CHF | 3.34 CHF | 20,000 | 10,000 | 20,000 | 5,828 | 72,150 CHF | 20,848 CHF | 98.11% | 98.11% |
04/07/2024 | 0.50% | 3.76 CHF | 3.77 CHF | 20,000 | 10,000 | 20,000 | 5,814 | 75,435 CHF | 22,035 CHF | 99.16% | 99.16% |
03/07/2024 | 0.45% | 3.74 CHF | 3.75 CHF | 20,000 | 10,000 | 20,000 | 5,814 | 81,230 CHF | 23,437 CHF | 99.49% | 99.49% |
02/07/2024 | 0.44% | 4.22 CHF | 4.23 CHF | 20,000 | 10,000 | 20,000 | 5,818 | 85,507 CHF | 24,952 CHF | 98.46% | 98.46% |