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 | 3.12% | 0.66 CHF | 0.67 CHF | 80,000 | 75,000 | 65,585 | 62,281 | 42,457 CHF | 41,495 CHF | 98.41% | 98.41% |
12/07/2024 | 2.31% | 0.66 CHF | 0.68 CHF | 80,000 | 75,000 | 80,000 | 75,000 | 52,322 CHF | 50,197 CHF | 99.38% | 99.38% |
11/07/2024 | 2.76% | 0.64 CHF | 0.66 CHF | 80,000 | 75,000 | 86,892 | 75,000 | 52,863 CHF | 46,975 CHF | 99.15% | 99.15% |
10/07/2024 | 2.73% | 0.58 CHF | 0.60 CHF | 90,000 | 75,000 | 90,000 | 75,000 | 52,154 CHF | 44,666 CHF | 100.00% | 100.00% |
09/07/2024 | 2.79% | 0.57 CHF | 0.58 CHF | 90,000 | 75,000 | 90,000 | 75,000 | 52,084 CHF | 44,634 CHF | 100.00% | 100.00% |
08/07/2024 | 2.80% | 0.58 CHF | 0.59 CHF | 90,000 | 75,000 | 90,000 | 75,000 | 52,816 CHF | 45,264 CHF | 100.00% | 100.00% |
05/07/2024 | 2.78% | 0.58 CHF | 0.60 CHF | 90,000 | 75,000 | 90,000 | 75,000 | 53,466 CHF | 45,810 CHF | 99.62% | 99.62% |
04/07/2024 | 2.72% | 0.60 CHF | 0.61 CHF | 90,000 | 75,000 | 90,000 | 75,000 | 54,383 CHF | 46,568 CHF | 100.00% | 100.00% |
03/07/2024 | 2.60% | 0.60 CHF | 0.61 CHF | 90,000 | 75,000 | 90,000 | 75,000 | 53,499 CHF | 45,755 CHF | 99.73% | 99.73% |
02/07/2024 | 2.90% | 0.60 CHF | 0.62 CHF | 90,000 | 75,000 | 91,166 | 75,000 | 52,787 CHF | 44,752 CHF | 100.00% | 100.00% |