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 | 0.79% | 3.78 CHF | 3.81 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 94,433 CHF | 95,183 CHF | 60.64% | 60.64% |
12/07/2024 | 0.79% | 3.78 CHF | 3.81 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 92,584 CHF | 93,315 CHF | 99.01% | 99.01% |
11/07/2024 | 0.81% | 3.67 CHF | 3.70 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 90,820 CHF | 91,558 CHF | 99.08% | 99.08% |
10/07/2024 | 0.80% | 3.54 CHF | 3.56 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 89,156 CHF | 89,872 CHF | 100.00% | 100.00% |
09/07/2024 | 0.76% | 3.53 CHF | 3.56 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 88,983 CHF | 89,659 CHF | 100.00% | 100.00% |
08/07/2024 | 0.82% | 3.60 CHF | 3.63 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 90,630 CHF | 91,378 CHF | 100.00% | 100.00% |
05/07/2024 | 0.79% | 3.58 CHF | 3.60 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 90,337 CHF | 91,055 CHF | 98.86% | 98.86% |
04/07/2024 | 0.81% | 3.51 CHF | 3.54 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 88,349 CHF | 89,068 CHF | 100.00% | 100.00% |
03/07/2024 | 0.84% | 3.44 CHF | 3.47 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 85,728 CHF | 86,454 CHF | 99.82% | 99.82% |
02/07/2024 | 0.84% | 3.23 CHF | 3.26 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 80,113 CHF | 80,785 CHF | 100.00% | 100.00% |