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 | 3.50% | 4.00 CHF | 4.16 CHF | 20,000 | 10,000 | 20,000 | 10,000 | 90,743 CHF | 46,982 CHF | 94.59% | 94.59% |
12/07/2024 | 3.22% | 4.44 CHF | 4.59 CHF | 20,000 | 10,000 | 20,000 | 10,000 | 91,598 CHF | 47,299 CHF | 98.38% | 98.38% |
11/07/2024 | 3.04% | 4.03 CHF | 4.16 CHF | 20,000 | 10,000 | 20,000 | 10,000 | 85,988 CHF | 44,321 CHF | 98.92% | 98.92% |
10/07/2024 | 3.48% | 3.64 CHF | 3.76 CHF | 20,000 | 10,000 | 20,000 | 10,000 | 65,272 CHF | 33,791 CHF | 100.00% | 100.00% |
09/07/2024 | 3.43% | 3.21 CHF | 3.32 CHF | 20,000 | 10,000 | 20,000 | 10,000 | 67,277 CHF | 34,811 CHF | 100.00% | 100.00% |
08/07/2024 | 3.35% | 3.25 CHF | 3.36 CHF | 20,000 | 10,000 | 20,000 | 10,000 | 64,154 CHF | 33,169 CHF | 100.00% | 100.00% |
05/07/2024 | 3.62% | 2.99 CHF | 3.11 CHF | 20,000 | 10,000 | 20,000 | 10,000 | 64,551 CHF | 33,465 CHF | 98.69% | 98.69% |
04/07/2024 | 3.23% | 3.33 CHF | 3.43 CHF | 20,000 | 10,000 | 20,000 | 10,000 | 63,884 CHF | 32,988 CHF | 100.00% | 100.00% |
03/07/2024 | 3.67% | 2.88 CHF | 2.99 CHF | 20,000 | 10,000 | 20,000 | 10,000 | 58,634 CHF | 30,413 CHF | 99.73% | 99.73% |
02/07/2024 | 3.97% | 2.94 CHF | 3.06 CHF | 20,000 | 10,000 | 20,000 | 10,000 | 55,969 CHF | 29,118 CHF | 99.97% | 99.97% |