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 | 3.66% | 0.67 CHF | 0.70 CHF | 80,000 | 25,000 | 75,149 | 25,000 | 52,461 CHF | 18,138 CHF | 98.73% | 98.73% |
12/07/2024 | 4.32% | 0.69 CHF | 0.72 CHF | 80,000 | 25,000 | 80,233 | 25,000 | 52,479 CHF | 17,075 CHF | 99.38% | 99.38% |
11/07/2024 | 3.98% | 0.69 CHF | 0.72 CHF | 80,000 | 25,000 | 80,000 | 25,000 | 53,509 CHF | 17,401 CHF | 99.15% | 99.15% |
10/07/2024 | 4.33% | 0.64 CHF | 0.67 CHF | 80,000 | 25,000 | 80,000 | 25,000 | 51,156 CHF | 16,694 CHF | 100.00% | 100.00% |
09/07/2024 | 4.05% | 0.62 CHF | 0.65 CHF | 90,000 | 25,000 | 80,055 | 25,000 | 52,799 CHF | 17,171 CHF | 100.00% | 100.00% |
08/07/2024 | 3.95% | 0.66 CHF | 0.69 CHF | 80,000 | 25,000 | 79,798 | 25,000 | 54,530 CHF | 17,774 CHF | 100.00% | 100.00% |
05/07/2024 | 3.58% | 0.71 CHF | 0.74 CHF | 80,000 | 25,000 | 74,163 | 25,000 | 53,229 CHF | 18,611 CHF | 99.62% | 99.62% |
04/07/2024 | 3.25% | 0.75 CHF | 0.77 CHF | 70,000 | 25,000 | 68,488 | 25,000 | 53,351 CHF | 20,160 CHF | 100.00% | 100.00% |
03/07/2024 | 3.51% | 0.80 CHF | 0.83 CHF | 70,000 | 25,000 | 70,961 | 25,000 | 53,393 CHF | 19,512 CHF | 96.53% | 96.53% |
02/07/2024 | 4.68% | 0.59 CHF | 0.62 CHF | 90,000 | 25,000 | 90,000 | 25,000 | 52,303 CHF | 15,225 CHF | 100.00% | 100.00% |