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 | 4.36% | 0.21 CHF | 0.22 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 13,487 CHF | 14,087 CHF | 99.99% | 99.99% |
12/07/2024 | 4.26% | 0.25 CHF | 0.26 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 13,786 CHF | 14,386 CHF | 100.00% | 100.00% |
11/07/2024 | 4.70% | 0.23 CHF | 0.24 CHF | 60,000 | 60,000 | 66,258 | 66,258 | 13,756 CHF | 14,418 CHF | 99.82% | 99.82% |
10/07/2024 | 4.90% | 0.19 CHF | 0.20 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 13,941 CHF | 14,641 CHF | 100.00% | 100.00% |
09/07/2024 | 5.24% | 0.17 CHF | 0.18 CHF | 60,000 | 60,000 | 59,864 | 59,864 | 11,199 CHF | 11,799 CHF | 99.64% | 99.64% |
08/07/2024 | 4.04% | 0.23 CHF | 0.24 CHF | 60,000 | 60,000 | 59,899 | 59,899 | 14,610 CHF | 15,210 CHF | 100.00% | 100.00% |
05/07/2024 | 3.33% | 0.28 CHF | 0.28 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 14,790 CHF | 15,290 CHF | 99.81% | 99.81% |
04/07/2024 | 3.43% | 0.28 CHF | 0.30 CHF | 50,000 | 50,000 | 50,628 | 50,628 | 14,492 CHF | 14,998 CHF | 100.00% | 100.00% |
03/07/2024 | 3.54% | 0.28 CHF | 0.30 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 16,661 CHF | 17,261 CHF | 100.00% | 100.00% |
02/07/2024 | 4.17% | 0.25 CHF | 0.26 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 14,105 CHF | 14,705 CHF | 100.00% | 100.00% |