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 | 3.45% | 0.39 CHF | 0.41 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 34,254 CHF | 35,454 CHF | 99.97% | 99.97% |
12/07/2024 | 3.60% | 0.44 CHF | 0.45 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 32,738 CHF | 33,938 CHF | 100.00% | 100.00% |
11/07/2024 | 3.56% | 0.44 CHF | 0.46 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 37,348 CHF | 38,698 CHF | 99.99% | 99.99% |
10/07/2024 | 3.87% | 0.39 CHF | 0.40 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 34,204 CHF | 35,554 CHF | 100.00% | 100.00% |
09/07/2024 | 3.74% | 0.38 CHF | 0.40 CHF | 90,000 | 90,000 | 89,800 | 89,800 | 35,506 CHF | 36,856 CHF | 100.00% | 100.00% |
08/07/2024 | 3.40% | 0.42 CHF | 0.43 CHF | 90,000 | 90,000 | 86,570 | 86,570 | 37,707 CHF | 39,008 CHF | 100.00% | 100.00% |
05/07/2024 | 3.34% | 0.43 CHF | 0.45 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 35,412 CHF | 36,612 CHF | 99.81% | 99.81% |
04/07/2024 | 3.81% | 0.52 CHF | 0.54 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 40,640 CHF | 42,220 CHF | 99.49% | 99.49% |
03/07/2024 | 3.48% | 0.49 CHF | 0.51 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 38,394 CHF | 39,756 CHF | 100.00% | 100.00% |
02/07/2024 | 3.31% | 0.49 CHF | 0.50 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 36,892 CHF | 38,135 CHF | 99.99% | 99.99% |