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 | 3.42% | 0.61 CHF | 0.63 CHF | 90,000 | 75,000 | 71,798 | 62,281 | 43,565 CHF | 39,003 CHF | 98.41% | 98.41% |
12/07/2024 | 2.48% | 0.62 CHF | 0.64 CHF | 90,000 | 75,000 | 89,576 | 75,000 | 54,953 CHF | 47,175 CHF | 99.38% | 99.38% |
11/07/2024 | 2.95% | 0.60 CHF | 0.62 CHF | 90,000 | 75,000 | 93,413 | 75,000 | 53,041 CHF | 43,923 CHF | 99.15% | 99.15% |
10/07/2024 | 2.96% | 0.54 CHF | 0.56 CHF | 100,000 | 75,000 | 100,000 | 75,000 | 53,850 CHF | 41,599 CHF | 100.00% | 100.00% |
09/07/2024 | 3.15% | 0.52 CHF | 0.54 CHF | 100,000 | 75,000 | 100,000 | 75,000 | 53,704 CHF | 41,567 CHF | 100.00% | 100.00% |
08/07/2024 | 3.05% | 0.54 CHF | 0.55 CHF | 100,000 | 75,000 | 100,000 | 75,000 | 54,636 CHF | 42,246 CHF | 100.00% | 100.00% |
05/07/2024 | 2.85% | 0.54 CHF | 0.56 CHF | 100,000 | 75,000 | 97,014 | 75,000 | 53,705 CHF | 42,746 CHF | 99.62% | 99.62% |
04/07/2024 | 3.09% | 0.56 CHF | 0.57 CHF | 90,000 | 75,000 | 90,921 | 75,000 | 51,165 CHF | 43,540 CHF | 100.00% | 100.00% |
03/07/2024 | 2.94% | 0.56 CHF | 0.57 CHF | 90,000 | 75,000 | 96,614 | 75,000 | 53,380 CHF | 42,698 CHF | 99.73% | 99.73% |
02/07/2024 | 3.27% | 0.56 CHF | 0.58 CHF | 90,000 | 75,000 | 96,908 | 75,000 | 52,062 CHF | 41,699 CHF | 99.43% | 99.43% |