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 | 3.21% | 0.65 CHF | 0.67 CHF | 80,000 | 75,000 | 65,585 | 62,281 | 42,410 CHF | 41,495 CHF | 98.41% | 98.41% |
12/07/2024 | 2.33% | 0.66 CHF | 0.68 CHF | 80,000 | 75,000 | 80,000 | 75,000 | 52,285 CHF | 50,175 CHF | 99.38% | 99.38% |
11/07/2024 | 2.76% | 0.64 CHF | 0.66 CHF | 80,000 | 75,000 | 87,078 | 75,000 | 52,922 CHF | 46,923 CHF | 99.15% | 99.15% |
10/07/2024 | 2.75% | 0.58 CHF | 0.60 CHF | 90,000 | 75,000 | 90,000 | 75,000 | 52,065 CHF | 44,599 CHF | 100.00% | 100.00% |
09/07/2024 | 2.79% | 0.57 CHF | 0.58 CHF | 90,000 | 75,000 | 90,000 | 75,000 | 52,006 CHF | 44,567 CHF | 100.00% | 100.00% |
08/07/2024 | 2.84% | 0.58 CHF | 0.59 CHF | 90,000 | 75,000 | 90,000 | 75,000 | 52,773 CHF | 45,246 CHF | 100.00% | 100.00% |
05/07/2024 | 2.66% | 0.58 CHF | 0.60 CHF | 90,000 | 75,000 | 90,000 | 75,000 | 53,457 CHF | 45,746 CHF | 99.62% | 99.62% |
04/07/2024 | 2.89% | 0.60 CHF | 0.61 CHF | 90,000 | 75,000 | 90,000 | 75,000 | 54,258 CHF | 46,540 CHF | 100.00% | 100.00% |
03/07/2024 | 2.83% | 0.60 CHF | 0.61 CHF | 90,000 | 75,000 | 90,000 | 75,000 | 53,354 CHF | 45,737 CHF | 99.73% | 99.73% |
02/07/2024 | 3.05% | 0.60 CHF | 0.62 CHF | 90,000 | 75,000 | 91,534 | 75,000 | 52,854 CHF | 44,699 CHF | 99.43% | 99.43% |