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 | 3.96% | 0.67 CHF | 0.70 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 17,269 CHF | 17,968 CHF | 99.62% | 99.62% |
12/07/2024 | 3.44% | 0.73 CHF | 0.75 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 17,934 CHF | 18,561 CHF | 98.69% | 98.69% |
11/07/2024 | 3.56% | 0.71 CHF | 0.74 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 17,313 CHF | 17,939 CHF | 99.08% | 99.08% |
10/07/2024 | 3.43% | 0.72 CHF | 0.74 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 17,724 CHF | 18,343 CHF | 100.00% | 100.00% |
09/07/2024 | 3.69% | 0.71 CHF | 0.73 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 17,313 CHF | 17,964 CHF | 100.00% | 100.00% |
08/07/2024 | 3.82% | 0.69 CHF | 0.72 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 16,280 CHF | 16,914 CHF | 99.98% | 99.98% |
05/07/2024 | 3.97% | 0.63 CHF | 0.66 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 15,054 CHF | 15,664 CHF | 94.98% | 94.98% |
04/07/2024 | 4.46% | 0.60 CHF | 0.62 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 13,716 CHF | 14,334 CHF | 97.88% | 97.88% |
03/07/2024 | 3.83% | 0.33 CHF | 0.35 CHF | 160,000 | 50,000 | 152,728 | 50,000 | 51,421 CHF | 17,502 CHF | 100.00% | 100.00% |
02/07/2024 | 4.01% | 0.33 CHF | 0.34 CHF | 160,000 | 50,000 | 170,181 | 50,000 | 51,562 CHF | 15,786 CHF | 100.00% | 100.00% |