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 | 3.26% | 0.64 CHF | 0.65 CHF | 80,000 | 75,000 | 68,205 | 62,281 | 42,770 CHF | 40,262 CHF | 98.41% | 98.41% |
12/07/2024 | 2.38% | 0.64 CHF | 0.66 CHF | 80,000 | 75,000 | 82,206 | 75,000 | 52,074 CHF | 48,697 CHF | 99.38% | 99.38% |
11/07/2024 | 2.93% | 0.62 CHF | 0.64 CHF | 90,000 | 75,000 | 89,664 | 75,000 | 52,834 CHF | 45,510 CHF | 99.16% | 99.16% |
10/07/2024 | 2.89% | 0.56 CHF | 0.58 CHF | 90,000 | 75,000 | 91,632 | 75,000 | 51,252 CHF | 43,192 CHF | 100.00% | 100.00% |
09/07/2024 | 2.86% | 0.55 CHF | 0.56 CHF | 100,000 | 75,000 | 91,345 | 75,000 | 51,041 CHF | 43,134 CHF | 100.00% | 100.00% |
08/07/2024 | 2.87% | 0.56 CHF | 0.57 CHF | 90,000 | 75,000 | 90,000 | 75,000 | 51,043 CHF | 43,775 CHF | 100.00% | 100.00% |
05/07/2024 | 2.84% | 0.56 CHF | 0.58 CHF | 90,000 | 75,000 | 90,000 | 75,000 | 51,686 CHF | 44,310 CHF | 99.62% | 99.62% |
04/07/2024 | 2.82% | 0.58 CHF | 0.59 CHF | 90,000 | 75,000 | 90,000 | 75,000 | 52,583 CHF | 45,076 CHF | 100.00% | 100.00% |
03/07/2024 | 2.69% | 0.58 CHF | 0.59 CHF | 90,000 | 75,000 | 90,000 | 75,000 | 51,699 CHF | 44,255 CHF | 99.73% | 99.73% |
02/07/2024 | 3.03% | 0.58 CHF | 0.60 CHF | 90,000 | 75,000 | 95,250 | 75,000 | 53,209 CHF | 43,265 CHF | 100.00% | 100.00% |