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 | 0.87% | 5.93 CHF | 5.99 CHF | 4,000 | 4,000 | 4,000 | 4,000 | 24,652 CHF | 24,867 CHF | 100.00% | 100.00% |
12/07/2024 | 0.85% | 6.32 CHF | 6.37 CHF | 4,000 | 4,000 | 4,000 | 4,000 | 24,351 CHF | 24,560 CHF | 100.00% | 100.00% |
11/07/2024 | 0.70% | 5.89 CHF | 5.93 CHF | 4,000 | 4,000 | 4,000 | 4,000 | 23,083 CHF | 23,246 CHF | 100.00% | 100.00% |
10/07/2024 | 0.71% | 5.79 CHF | 5.84 CHF | 4,000 | 4,000 | 4,000 | 4,000 | 22,749 CHF | 22,912 CHF | 100.00% | 100.00% |
09/07/2024 | 0.70% | 5.77 CHF | 5.81 CHF | 4,000 | 4,000 | 4,000 | 4,000 | 23,182 CHF | 23,344 CHF | 100.00% | 100.00% |
08/07/2024 | 0.70% | 5.77 CHF | 5.81 CHF | 4,000 | 4,000 | 4,000 | 4,000 | 23,346 CHF | 23,510 CHF | 100.00% | 100.00% |
05/07/2024 | 0.69% | 5.81 CHF | 5.85 CHF | 4,000 | 4,000 | 4,000 | 4,000 | 23,817 CHF | 23,982 CHF | 100.00% | 100.00% |
04/07/2024 | 0.71% | 5.88 CHF | 5.92 CHF | 4,000 | 4,000 | 4,000 | 4,000 | 23,038 CHF | 23,201 CHF | 100.00% | 100.00% |
03/07/2024 | 0.70% | 5.72 CHF | 5.76 CHF | 4,000 | 4,000 | 4,000 | 4,000 | 22,896 CHF | 23,057 CHF | 100.00% | 100.00% |
02/07/2024 | 0.77% | 5.63 CHF | 5.67 CHF | 4,000 | 4,000 | 4,000 | 4,000 | 21,919 CHF | 22,089 CHF | 100.00% | 100.00% |