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 | 4.09% | 0.66 CHF | 0.69 CHF | 80,000 | 25,000 | 80,000 | 25,000 | 53,327 CHF | 17,360 CHF | 94.83% | 94.83% |
12/07/2024 | 4.09% | 0.67 CHF | 0.69 CHF | 80,000 | 25,000 | 80,000 | 25,000 | 53,015 CHF | 17,259 CHF | 99.01% | 99.01% |
11/07/2024 | 4.32% | 0.66 CHF | 0.68 CHF | 80,000 | 25,000 | 85,383 | 25,000 | 53,409 CHF | 16,345 CHF | 99.09% | 99.09% |
10/07/2024 | 4.41% | 0.61 CHF | 0.64 CHF | 90,000 | 25,000 | 90,000 | 25,000 | 54,869 CHF | 15,928 CHF | 100.00% | 100.00% |
09/07/2024 | 4.81% | 0.61 CHF | 0.64 CHF | 90,000 | 25,000 | 90,000 | 25,000 | 54,426 CHF | 15,863 CHF | 100.00% | 100.00% |
08/07/2024 | 4.70% | 0.60 CHF | 0.63 CHF | 90,000 | 25,000 | 90,000 | 25,000 | 54,211 CHF | 15,784 CHF | 100.00% | 100.00% |
05/07/2024 | 4.31% | 0.60 CHF | 0.62 CHF | 90,000 | 25,000 | 90,000 | 25,000 | 53,740 CHF | 15,585 CHF | 98.87% | 98.87% |
04/07/2024 | 4.32% | 0.60 CHF | 0.62 CHF | 90,000 | 25,000 | 90,000 | 25,000 | 53,015 CHF | 15,375 CHF | 100.00% | 100.00% |
03/07/2024 | 4.31% | 0.56 CHF | 0.59 CHF | 90,000 | 25,000 | 90,354 | 25,000 | 51,353 CHF | 14,836 CHF | 99.73% | 99.73% |
02/07/2024 | 4.34% | 0.55 CHF | 0.58 CHF | 100,000 | 25,000 | 92,065 | 25,000 | 51,848 CHF | 14,711 CHF | 100.00% | 100.00% |