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 | 3.36% | 0.44 CHF | 0.45 CHF | 70,000 | 70,000 | 69,234 | 69,234 | 31,241 CHF | 32,287 CHF | 100.00% | 100.00% |
12/07/2024 | 3.39% | 0.46 CHF | 0.48 CHF | 70,000 | 70,000 | 69,341 | 69,341 | 30,926 CHF | 31,972 CHF | 97.90% | 97.90% |
11/07/2024 | 3.47% | 0.45 CHF | 0.46 CHF | 70,000 | 70,000 | 69,226 | 69,226 | 30,241 CHF | 31,287 CHF | 98.73% | 98.73% |
10/07/2024 | 3.35% | 0.47 CHF | 0.48 CHF | 70,000 | 70,000 | 69,234 | 69,234 | 31,348 CHF | 32,394 CHF | 100.00% | 100.00% |
09/07/2024 | 3.23% | 0.45 CHF | 0.47 CHF | 70,000 | 70,000 | 69,143 | 69,143 | 32,678 CHF | 33,724 CHF | 99.87% | 99.87% |
08/07/2024 | 3.33% | 0.46 CHF | 0.47 CHF | 70,000 | 70,000 | 69,077 | 69,077 | 31,629 CHF | 32,675 CHF | 98.28% | 98.28% |
05/07/2024 | 3.37% | 0.46 CHF | 0.48 CHF | 70,000 | 70,000 | 69,233 | 69,233 | 35,894 CHF | 37,100 CHF | 99.94% | 99.94% |
04/07/2024 | 3.43% | 0.59 CHF | 0.61 CHF | 36,000 | 36,000 | 62,067 | 62,067 | 36,616 CHF | 37,864 CHF | 100.00% | 100.00% |
03/07/2024 | 3.41% | 0.45 CHF | 0.46 CHF | 70,000 | 70,000 | 69,234 | 69,234 | 30,824 CHF | 31,870 CHF | 100.00% | 100.00% |
02/07/2024 | 3.34% | 0.46 CHF | 0.47 CHF | 70,000 | 70,000 | 69,230 | 69,230 | 31,464 CHF | 32,510 CHF | 100.00% | 100.00% |