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 | 3.95% | 0.25 CHF | 0.26 CHF | 75,000 | 75,000 | 74,858 | 74,858 | 18,660 CHF | 19,409 CHF | 100.00% | 100.00% |
12/07/2024 | 3.87% | 0.25 CHF | 0.26 CHF | 75,000 | 75,000 | 74,862 | 74,862 | 19,058 CHF | 19,808 CHF | 100.00% | 100.00% |
11/07/2024 | 4.09% | 0.25 CHF | 0.26 CHF | 75,000 | 75,000 | 74,623 | 74,623 | 18,247 CHF | 18,996 CHF | 100.00% | 100.00% |
10/07/2024 | 4.28% | 0.25 CHF | 0.26 CHF | 75,000 | 75,000 | 74,862 | 74,862 | 17,232 CHF | 17,982 CHF | 100.00% | 100.00% |
09/07/2024 | 4.98% | 0.22 CHF | 0.23 CHF | 75,000 | 75,000 | 74,615 | 74,615 | 14,854 CHF | 15,604 CHF | 100.00% | 100.00% |
08/07/2024 | 5.26% | 0.19 CHF | 0.20 CHF | 75,000 | 75,000 | 74,739 | 74,739 | 13,950 CHF | 14,699 CHF | 100.00% | 100.00% |
05/07/2024 | 5.04% | 0.19 CHF | 0.20 CHF | 75,000 | 75,000 | 74,858 | 74,858 | 14,554 CHF | 15,304 CHF | 96.89% | 96.89% |
04/07/2024 | 5.03% | 0.20 CHF | 0.21 CHF | 37,500 | 37,500 | 66,724 | 66,724 | 12,985 CHF | 13,653 CHF | 100.00% | 100.00% |
03/07/2024 | 4.93% | 0.20 CHF | 0.21 CHF | 75,000 | 75,000 | 74,860 | 74,860 | 14,877 CHF | 15,626 CHF | 98.65% | 98.65% |
02/07/2024 | 4.45% | 0.21 CHF | 0.22 CHF | 75,000 | 75,000 | 74,862 | 74,862 | 16,539 CHF | 17,289 CHF | 100.00% | 100.00% |