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 | 2.73% | 0.67 CHF | 0.69 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 43,372 CHF | 44,572 CHF | 99.97% | 99.97% |
12/07/2024 | 2.83% | 0.74 CHF | 0.76 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 41,843 CHF | 43,043 CHF | 100.00% | 100.00% |
11/07/2024 | 2.81% | 0.74 CHF | 0.76 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 49,177 CHF | 50,577 CHF | 99.99% | 99.99% |
10/07/2024 | 3.03% | 0.66 CHF | 0.68 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 45,540 CHF | 46,940 CHF | 100.00% | 100.00% |
09/07/2024 | 2.95% | 0.65 CHF | 0.67 CHF | 70,000 | 70,000 | 69,846 | 69,846 | 46,852 CHF | 48,252 CHF | 100.00% | 100.00% |
08/07/2024 | 2.74% | 0.70 CHF | 0.72 CHF | 70,000 | 70,000 | 66,609 | 66,609 | 48,076 CHF | 49,411 CHF | 99.99% | 99.99% |
05/07/2024 | 2.70% | 0.72 CHF | 0.74 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 43,864 CHF | 45,064 CHF | 99.81% | 99.81% |
04/07/2024 | 2.39% | 0.84 CHF | 0.86 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 49,563 CHF | 50,763 CHF | 99.49% | 99.49% |
03/07/2024 | 2.52% | 0.80 CHF | 0.82 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 47,074 CHF | 48,274 CHF | 100.00% | 100.00% |
02/07/2024 | 2.62% | 0.79 CHF | 0.81 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 45,328 CHF | 46,528 CHF | 100.00% | 100.00% |