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 | 5.23% | 0.35 CHF | 0.37 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 14,950 CHF | 15,750 CHF | 100.00% | 100.00% |
12/07/2024 | 4.82% | 0.41 CHF | 0.43 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 16,187 CHF | 16,987 CHF | 100.00% | 100.00% |
11/07/2024 | 4.56% | 0.41 CHF | 0.43 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 17,149 CHF | 17,949 CHF | 100.00% | 100.00% |
10/07/2024 | 4.82% | 0.41 CHF | 0.43 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 16,194 CHF | 16,994 CHF | 100.00% | 100.00% |
09/07/2024 | 4.53% | 0.38 CHF | 0.40 CHF | 30,000 | 30,000 | 29,892 | 29,892 | 13,004 CHF | 13,604 CHF | 100.00% | 100.00% |
08/07/2024 | 4.23% | 0.46 CHF | 0.48 CHF | 40,000 | 40,000 | 39,934 | 39,934 | 18,566 CHF | 19,366 CHF | 100.00% | 100.00% |
05/07/2024 | 5.06% | 0.41 CHF | 0.43 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 15,463 CHF | 16,263 CHF | 100.00% | 100.00% |
04/07/2024 | 5.57% | 0.33 CHF | 0.35 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 13,980 CHF | 14,780 CHF | 100.00% | 100.00% |
03/07/2024 | 5.74% | 0.34 CHF | 0.36 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 13,540 CHF | 14,340 CHF | 100.00% | 100.00% |
02/07/2024 | 5.95% | 0.35 CHF | 0.37 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 13,059 CHF | 13,859 CHF | 100.00% | 100.00% |