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 | 3.32% | 0.45 CHF | 0.47 CHF | 70,000 | 70,000 | 69,234 | 69,234 | 31,712 CHF | 32,758 CHF | 100.00% | 100.00% |
12/07/2024 | 3.23% | 0.47 CHF | 0.48 CHF | 70,000 | 70,000 | 69,339 | 69,339 | 32,536 CHF | 33,583 CHF | 97.90% | 97.90% |
11/07/2024 | 3.27% | 0.47 CHF | 0.49 CHF | 70,000 | 70,000 | 69,226 | 69,226 | 32,207 CHF | 33,253 CHF | 98.73% | 98.73% |
10/07/2024 | 3.49% | 0.49 CHF | 0.51 CHF | 70,000 | 70,000 | 69,234 | 69,234 | 32,205 CHF | 33,325 CHF | 100.00% | 100.00% |
09/07/2024 | 3.89% | 0.46 CHF | 0.48 CHF | 70,000 | 70,000 | 69,077 | 69,077 | 33,945 CHF | 35,266 CHF | 100.00% | 100.00% |
08/07/2024 | 4.15% | 0.48 CHF | 0.50 CHF | 70,000 | 70,000 | 69,075 | 69,075 | 33,563 CHF | 34,953 CHF | 98.20% | 98.20% |
05/07/2024 | 4.17% | 0.49 CHF | 0.51 CHF | 70,000 | 70,000 | 69,234 | 69,234 | 33,482 CHF | 34,877 CHF | 100.00% | 100.00% |
04/07/2024 | 3.94% | 0.48 CHF | 0.50 CHF | 36,000 | 36,000 | 62,067 | 62,067 | 29,893 CHF | 31,055 CHF | 100.00% | 100.00% |
03/07/2024 | 3.25% | 0.48 CHF | 0.50 CHF | 70,000 | 70,000 | 69,234 | 69,234 | 33,343 CHF | 34,423 CHF | 100.00% | 100.00% |
02/07/2024 | 4.01% | 0.49 CHF | 0.51 CHF | 70,000 | 70,000 | 69,230 | 69,230 | 34,819 CHF | 36,213 CHF | 100.00% | 100.00% |