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 | 3.82% | 0.42 CHF | 0.44 CHF | 120,000 | 25,000 | 120,733 | 25,000 | 51,777 CHF | 11,142 CHF | 98.73% | 98.73% |
12/07/2024 | 3.92% | 0.42 CHF | 0.43 CHF | 120,000 | 25,000 | 129,441 | 25,000 | 52,257 CHF | 10,502 CHF | 99.38% | 99.38% |
11/07/2024 | 3.23% | 0.46 CHF | 0.48 CHF | 110,000 | 25,000 | 112,403 | 25,000 | 52,388 CHF | 12,046 CHF | 99.15% | 99.15% |
10/07/2024 | 3.45% | 0.46 CHF | 0.48 CHF | 110,000 | 25,000 | 119,542 | 25,000 | 53,452 CHF | 11,573 CHF | 100.00% | 100.00% |
09/07/2024 | 3.50% | 0.42 CHF | 0.44 CHF | 120,000 | 25,000 | 115,025 | 25,000 | 52,161 CHF | 11,755 CHF | 99.94% | 99.94% |
08/07/2024 | 3.58% | 0.42 CHF | 0.44 CHF | 120,000 | 25,000 | 116,378 | 25,000 | 52,272 CHF | 11,648 CHF | 99.79% | 99.79% |
05/07/2024 | 2.95% | 0.53 CHF | 0.55 CHF | 100,000 | 25,000 | 96,807 | 25,000 | 53,205 CHF | 14,164 CHF | 99.33% | 99.33% |
04/07/2024 | 2.60% | 0.61 CHF | 0.63 CHF | 90,000 | 25,000 | 87,433 | 25,000 | 53,671 CHF | 15,763 CHF | 100.00% | 100.00% |
03/07/2024 | 2.66% | 0.62 CHF | 0.64 CHF | 90,000 | 25,000 | 86,838 | 25,000 | 52,885 CHF | 15,655 CHF | 99.73% | 99.73% |
02/07/2024 | 2.87% | 0.55 CHF | 0.57 CHF | 100,000 | 25,000 | 97,433 | 25,000 | 53,562 CHF | 14,151 CHF | 100.00% | 100.00% |