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 | 3.79% | 0.25 CHF | 0.26 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 15,579 CHF | 16,179 CHF | 100.00% | 100.00% |
12/07/2024 | 4.16% | 0.24 CHF | 0.25 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 14,122 CHF | 14,722 CHF | 99.99% | 99.99% |
11/07/2024 | 3.92% | 0.25 CHF | 0.26 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 15,037 CHF | 15,637 CHF | 99.98% | 99.98% |
10/07/2024 | 4.32% | 0.24 CHF | 0.25 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 13,603 CHF | 14,203 CHF | 100.00% | 100.00% |
09/07/2024 | 4.05% | 0.24 CHF | 0.25 CHF | 60,000 | 60,000 | 59,802 | 59,802 | 14,586 CHF | 15,186 CHF | 100.00% | 100.00% |
08/07/2024 | 4.69% | 0.23 CHF | 0.24 CHF | 60,000 | 60,000 | 59,900 | 59,900 | 12,548 CHF | 13,148 CHF | 100.00% | 100.00% |
05/07/2024 | 5.40% | 0.17 CHF | 0.18 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 10,815 CHF | 11,415 CHF | 100.00% | 100.00% |
04/07/2024 | 5.34% | 0.19 CHF | 0.20 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 10,942 CHF | 11,542 CHF | 100.00% | 100.00% |
03/07/2024 | 5.55% | 0.17 CHF | 0.18 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 10,545 CHF | 11,145 CHF | 100.00% | 100.00% |
02/07/2024 | 4.73% | 0.22 CHF | 0.23 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 12,478 CHF | 13,078 CHF | 99.98% | 99.98% |