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 | 2.53% | 0.36 CHF | 0.37 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 29,311 CHF | 30,061 CHF | 100.00% | 100.00% |
12/07/2024 | 2.71% | 0.40 CHF | 0.41 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 27,362 CHF | 28,112 CHF | 99.69% | 99.69% |
11/07/2024 | 2.84% | 0.33 CHF | 0.34 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 26,044 CHF | 26,794 CHF | 98.94% | 98.94% |
10/07/2024 | 3.17% | 0.34 CHF | 0.35 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 23,392 CHF | 24,142 CHF | 96.10% | 96.10% |
09/07/2024 | 3.51% | 0.27 CHF | 0.28 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 20,995 CHF | 21,745 CHF | 99.66% | 99.66% |
08/07/2024 | 2.99% | 0.28 CHF | 0.29 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 24,894 CHF | 25,644 CHF | 99.84% | 99.84% |
05/07/2024 | 2.48% | 0.37 CHF | 0.38 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 29,926 CHF | 30,676 CHF | 100.00% | 100.00% |
04/07/2024 | 2.75% | 0.36 CHF | 0.37 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 26,903 CHF | 27,653 CHF | 100.00% | 100.00% |
03/07/2024 | 2.66% | 0.35 CHF | 0.36 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 27,902 CHF | 28,652 CHF | 99.24% | 99.24% |
02/07/2024 | 3.56% | 0.31 CHF | 0.32 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 20,742 CHF | 21,492 CHF | 99.66% | 99.66% |