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 | 3.58% | 0.27 CHF | 0.28 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 20,565 CHF | 21,315 CHF | 100.00% | 100.00% |
12/07/2024 | 3.48% | 0.27 CHF | 0.28 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 21,202 CHF | 21,952 CHF | 100.00% | 100.00% |
11/07/2024 | 3.55% | 0.28 CHF | 0.28 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 20,776 CHF | 21,526 CHF | 100.00% | 100.00% |
10/07/2024 | 3.57% | 0.28 CHF | 0.28 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 20,630 CHF | 21,380 CHF | 100.00% | 100.00% |
09/07/2024 | 3.59% | 0.28 CHF | 0.28 CHF | 75,000 | 75,000 | 74,830 | 74,830 | 20,587 CHF | 21,337 CHF | 100.00% | 100.00% |
08/07/2024 | 3.52% | 0.28 CHF | 0.28 CHF | 75,000 | 75,000 | 74,875 | 74,875 | 20,944 CHF | 21,694 CHF | 98.75% | 98.75% |
05/07/2024 | 3.46% | 0.28 CHF | 0.29 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 21,322 CHF | 22,072 CHF | 100.00% | 100.00% |
04/07/2024 | 3.45% | 0.28 CHF | 0.30 CHF | 40,000 | 40,000 | 67,359 | 67,359 | 19,205 CHF | 19,878 CHF | 100.00% | 100.00% |
03/07/2024 | 3.44% | 0.29 CHF | 0.30 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 21,438 CHF | 22,188 CHF | 100.00% | 100.00% |
02/07/2024 | 3.28% | 0.30 CHF | 0.31 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 22,500 CHF | 23,250 CHF | 100.00% | 100.00% |