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 | 3.46% | 0.78 CHF | 0.80 CHF | 70,000 | 25,000 | 70,000 | 25,000 | 56,112 CHF | 20,747 CHF | 98.73% | 98.73% |
12/07/2024 | 3.72% | 0.79 CHF | 0.82 CHF | 70,000 | 25,000 | 70,000 | 25,000 | 53,339 CHF | 19,770 CHF | 99.38% | 99.38% |
11/07/2024 | 3.35% | 0.80 CHF | 0.82 CHF | 70,000 | 25,000 | 70,000 | 25,000 | 54,296 CHF | 20,051 CHF | 99.15% | 99.15% |
10/07/2024 | 3.05% | 0.75 CHF | 0.77 CHF | 70,000 | 25,000 | 70,000 | 25,000 | 52,344 CHF | 19,274 CHF | 100.00% | 100.00% |
09/07/2024 | 3.83% | 0.73 CHF | 0.76 CHF | 70,000 | 25,000 | 70,000 | 25,000 | 53,503 CHF | 19,854 CHF | 100.00% | 100.00% |
08/07/2024 | 3.28% | 0.77 CHF | 0.79 CHF | 70,000 | 25,000 | 70,000 | 25,000 | 55,237 CHF | 20,386 CHF | 100.00% | 100.00% |
05/07/2024 | 3.05% | 0.81 CHF | 0.84 CHF | 70,000 | 25,000 | 68,950 | 25,000 | 56,712 CHF | 21,209 CHF | 99.62% | 99.62% |
04/07/2024 | 3.12% | 0.85 CHF | 0.88 CHF | 60,000 | 25,000 | 60,000 | 25,000 | 52,889 CHF | 22,733 CHF | 100.00% | 100.00% |
03/07/2024 | 3.20% | 0.90 CHF | 0.93 CHF | 60,000 | 25,000 | 64,615 | 25,000 | 55,058 CHF | 22,071 CHF | 96.53% | 96.53% |
02/07/2024 | 3.73% | 0.70 CHF | 0.72 CHF | 80,000 | 25,000 | 79,635 | 25,000 | 54,855 CHF | 17,879 CHF | 100.00% | 100.00% |