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 | 3.74% | 0.57 CHF | 0.59 CHF | 90,000 | 75,000 | 72,193 | 62,281 | 40,841 CHF | 36,466 CHF | 98.41% | 98.41% |
12/07/2024 | 2.73% | 0.58 CHF | 0.60 CHF | 90,000 | 75,000 | 91,538 | 75,000 | 52,358 CHF | 44,114 CHF | 99.38% | 99.38% |
11/07/2024 | 3.19% | 0.56 CHF | 0.58 CHF | 90,000 | 75,000 | 98,213 | 75,000 | 51,801 CHF | 40,881 CHF | 98.55% | 98.55% |
10/07/2024 | 3.23% | 0.50 CHF | 0.52 CHF | 100,000 | 75,000 | 102,261 | 75,000 | 50,940 CHF | 38,599 CHF | 100.00% | 100.00% |
09/07/2024 | 3.25% | 0.48 CHF | 0.50 CHF | 110,000 | 75,000 | 102,811 | 75,000 | 51,080 CHF | 38,509 CHF | 100.00% | 100.00% |
08/07/2024 | 3.48% | 0.50 CHF | 0.51 CHF | 100,000 | 75,000 | 100,136 | 75,000 | 50,580 CHF | 39,229 CHF | 100.00% | 100.00% |
05/07/2024 | 3.15% | 0.50 CHF | 0.52 CHF | 100,000 | 75,000 | 100,000 | 75,000 | 51,347 CHF | 39,739 CHF | 99.62% | 99.62% |
04/07/2024 | 3.39% | 0.52 CHF | 0.53 CHF | 100,000 | 75,000 | 100,000 | 75,000 | 52,248 CHF | 40,537 CHF | 100.00% | 100.00% |
03/07/2024 | 3.40% | 0.51 CHF | 0.53 CHF | 100,000 | 75,000 | 100,000 | 75,000 | 51,161 CHF | 39,698 CHF | 99.73% | 99.73% |
02/07/2024 | 3.53% | 0.52 CHF | 0.54 CHF | 100,000 | 75,000 | 105,280 | 75,000 | 52,346 CHF | 38,699 CHF | 99.43% | 99.43% |