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 | 3.67% | 0.55 CHF | 0.57 CHF | 100,000 | 75,000 | 77,967 | 62,281 | 42,184 CHF | 34,831 CHF | 98.41% | 98.41% |
12/07/2024 | 3.09% | 0.56 CHF | 0.57 CHF | 90,000 | 75,000 | 97,946 | 75,000 | 53,493 CHF | 42,267 CHF | 99.38% | 99.38% |
11/07/2024 | 3.20% | 0.54 CHF | 0.55 CHF | 100,000 | 75,000 | 104,190 | 75,000 | 52,254 CHF | 38,904 CHF | 99.16% | 99.16% |
10/07/2024 | 3.11% | 0.48 CHF | 0.49 CHF | 110,000 | 75,000 | 110,000 | 75,000 | 52,088 CHF | 36,637 CHF | 100.00% | 100.00% |
09/07/2024 | 3.40% | 0.46 CHF | 0.48 CHF | 110,000 | 75,000 | 110,000 | 75,000 | 51,867 CHF | 36,588 CHF | 100.00% | 100.00% |
08/07/2024 | 3.48% | 0.47 CHF | 0.49 CHF | 110,000 | 75,000 | 110,000 | 75,000 | 52,735 CHF | 37,227 CHF | 100.00% | 100.00% |
05/07/2024 | 3.38% | 0.48 CHF | 0.49 CHF | 110,000 | 75,000 | 108,037 | 75,000 | 52,609 CHF | 37,797 CHF | 99.62% | 99.62% |
04/07/2024 | 3.33% | 0.49 CHF | 0.51 CHF | 110,000 | 75,000 | 104,708 | 75,000 | 51,917 CHF | 38,465 CHF | 100.00% | 100.00% |
03/07/2024 | 3.24% | 0.49 CHF | 0.51 CHF | 110,000 | 75,000 | 108,558 | 75,000 | 52,880 CHF | 37,751 CHF | 99.73% | 99.73% |
02/07/2024 | 3.07% | 0.49 CHF | 0.51 CHF | 110,000 | 75,000 | 110,953 | 75,000 | 52,381 CHF | 36,613 CHF | 99.46% | 99.46% |