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 | 4.85% | 0.59 CHF | 0.62 CHF | 90,000 | 25,000 | 90,000 | 25,000 | 52,507 CHF | 15,310 CHF | 94.83% | 94.83% |
12/07/2024 | 4.26% | 0.58 CHF | 0.61 CHF | 90,000 | 25,000 | 90,000 | 25,000 | 52,858 CHF | 15,321 CHF | 99.01% | 99.01% |
11/07/2024 | 4.34% | 0.59 CHF | 0.62 CHF | 90,000 | 25,000 | 84,617 | 25,000 | 52,734 CHF | 16,287 CHF | 99.08% | 99.08% |
10/07/2024 | 4.37% | 0.64 CHF | 0.67 CHF | 80,000 | 25,000 | 80,000 | 25,000 | 51,227 CHF | 16,725 CHF | 100.00% | 100.00% |
09/07/2024 | 4.04% | 0.64 CHF | 0.67 CHF | 80,000 | 25,000 | 80,000 | 25,000 | 51,622 CHF | 16,796 CHF | 100.00% | 100.00% |
08/07/2024 | 4.37% | 0.65 CHF | 0.68 CHF | 80,000 | 25,000 | 80,000 | 25,000 | 51,892 CHF | 16,941 CHF | 100.00% | 100.00% |
05/07/2024 | 4.38% | 0.66 CHF | 0.69 CHF | 80,000 | 25,000 | 80,000 | 25,000 | 52,575 CHF | 17,165 CHF | 98.87% | 98.87% |
04/07/2024 | 4.25% | 0.66 CHF | 0.69 CHF | 80,000 | 25,000 | 80,000 | 25,000 | 53,284 CHF | 17,375 CHF | 100.00% | 100.00% |
03/07/2024 | 4.18% | 0.69 CHF | 0.72 CHF | 80,000 | 25,000 | 80,000 | 25,000 | 54,980 CHF | 17,914 CHF | 99.73% | 99.73% |
02/07/2024 | 4.13% | 0.70 CHF | 0.73 CHF | 80,000 | 25,000 | 80,000 | 25,000 | 55,390 CHF | 18,039 CHF | 100.00% | 100.00% |