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 | 3.92% | 0.24 CHF | 0.25 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 15,027 CHF | 15,627 CHF | 100.00% | 100.00% |
12/07/2024 | 3.91% | 0.27 CHF | 0.28 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 15,073 CHF | 15,673 CHF | 100.00% | 100.00% |
11/07/2024 | 4.09% | 0.26 CHF | 0.27 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 16,798 CHF | 17,498 CHF | 100.00% | 100.00% |
10/07/2024 | 4.47% | 0.23 CHF | 0.24 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 15,311 CHF | 16,011 CHF | 100.00% | 100.00% |
09/07/2024 | 4.20% | 0.21 CHF | 0.22 CHF | 70,000 | 70,000 | 62,725 | 62,725 | 14,703 CHF | 15,332 CHF | 99.74% | 99.74% |
08/07/2024 | 4.06% | 0.24 CHF | 0.25 CHF | 60,000 | 60,000 | 59,901 | 59,901 | 14,502 CHF | 15,102 CHF | 99.27% | 99.27% |
05/07/2024 | 3.94% | 0.24 CHF | 0.25 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 14,929 CHF | 15,529 CHF | 100.00% | 100.00% |
04/07/2024 | 3.79% | 0.25 CHF | 0.26 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 18,113 CHF | 18,813 CHF | 99.61% | 99.61% |
03/07/2024 | 3.93% | 0.26 CHF | 0.27 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 17,474 CHF | 18,174 CHF | 100.00% | 100.00% |
02/07/2024 | 4.39% | 0.23 CHF | 0.24 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 15,607 CHF | 16,307 CHF | 100.00% | 100.00% |