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 | 4.81% | 0.70 CHF | 0.73 CHF | 78,482 | 25,000 | 72,211 | 25,000 | 53,525 CHF | 19,483 CHF | 65.87% | 65.87% |
12/07/2024 | 3.90% | 0.72 CHF | 0.75 CHF | 78,228 | 25,000 | 79,347 | 25,000 | 54,248 CHF | 17,775 CHF | 98.24% | 98.24% |
11/07/2024 | 3.79% | 0.72 CHF | 0.75 CHF | 78,327 | 25,000 | 79,128 | 25,000 | 55,190 CHF | 18,112 CHF | 96.22% | 96.22% |
10/07/2024 | 4.17% | 0.66 CHF | 0.69 CHF | 80,000 | 25,000 | 80,000 | 25,000 | 53,003 CHF | 17,268 CHF | 100.00% | 100.00% |
09/07/2024 | 3.78% | 0.65 CHF | 0.67 CHF | 80,000 | 25,000 | 79,986 | 25,000 | 55,026 CHF | 17,860 CHF | 100.00% | 100.00% |
08/07/2024 | 3.78% | 0.69 CHF | 0.72 CHF | 80,000 | 25,000 | 75,142 | 25,000 | 53,659 CHF | 18,574 CHF | 99.55% | 99.55% |
05/07/2024 | 3.99% | 0.75 CHF | 0.77 CHF | 70,000 | 25,000 | 70,000 | 25,000 | 52,870 CHF | 19,652 CHF | 99.62% | 99.62% |
04/07/2024 | 4.55% | 0.79 CHF | 0.83 CHF | 70,000 | 25,000 | 66,705 | 25,000 | 55,098 CHF | 21,676 CHF | 100.00% | 100.00% |
03/07/2024 | 3.89% | 0.85 CHF | 0.89 CHF | 60,000 | 25,000 | 67,791 | 25,000 | 53,987 CHF | 20,783 CHF | 96.53% | 96.53% |
02/07/2024 | 4.44% | 0.61 CHF | 0.63 CHF | 88,030 | 25,000 | 88,774 | 25,000 | 53,099 CHF | 15,638 CHF | 100.00% | 100.00% |