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 | 3.55% | 0.69 CHF | 0.71 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 17,733 CHF | 18,372 CHF | 99.62% | 99.62% |
12/07/2024 | 3.19% | 0.74 CHF | 0.76 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 18,270 CHF | 18,862 CHF | 98.69% | 98.69% |
11/07/2024 | 3.33% | 0.73 CHF | 0.76 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 17,740 CHF | 18,340 CHF | 99.08% | 99.08% |
10/07/2024 | 3.31% | 0.73 CHF | 0.76 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 18,075 CHF | 18,682 CHF | 100.00% | 100.00% |
09/07/2024 | 3.40% | 0.72 CHF | 0.75 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 17,784 CHF | 18,400 CHF | 100.00% | 100.00% |
08/07/2024 | 3.54% | 0.71 CHF | 0.74 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 16,896 CHF | 17,504 CHF | 99.98% | 99.98% |
05/07/2024 | 3.82% | 0.66 CHF | 0.68 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 15,867 CHF | 16,485 CHF | 95.40% | 95.40% |
04/07/2024 | 4.19% | 0.63 CHF | 0.66 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 14,729 CHF | 15,356 CHF | 97.88% | 97.88% |
03/07/2024 | 3.43% | 0.39 CHF | 0.41 CHF | 130,000 | 50,000 | 131,300 | 50,000 | 51,882 CHF | 20,454 CHF | 100.00% | 100.00% |
02/07/2024 | 3.90% | 0.39 CHF | 0.40 CHF | 130,000 | 50,000 | 141,113 | 50,000 | 51,037 CHF | 18,820 CHF | 100.00% | 100.00% |