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 | 3.21% | 0.82 CHF | 0.84 CHF | 70,000 | 25,000 | 64,908 | 25,000 | 54,824 CHF | 21,851 CHF | 98.73% | 98.73% |
12/07/2024 | 3.11% | 0.84 CHF | 0.86 CHF | 60,000 | 25,000 | 69,930 | 25,000 | 56,066 CHF | 20,679 CHF | 99.38% | 99.38% |
11/07/2024 | 3.05% | 0.84 CHF | 0.87 CHF | 60,000 | 25,000 | 69,625 | 25,000 | 56,767 CHF | 21,019 CHF | 99.15% | 99.15% |
10/07/2024 | 3.60% | 0.78 CHF | 0.81 CHF | 70,000 | 25,000 | 70,000 | 25,000 | 54,660 CHF | 20,236 CHF | 100.00% | 100.00% |
09/07/2024 | 3.11% | 0.77 CHF | 0.79 CHF | 70,000 | 25,000 | 70,000 | 25,000 | 56,292 CHF | 20,739 CHF | 100.00% | 100.00% |
08/07/2024 | 3.14% | 0.80 CHF | 0.83 CHF | 70,000 | 25,000 | 65,507 | 25,000 | 54,307 CHF | 21,420 CHF | 100.00% | 100.00% |
05/07/2024 | 3.36% | 0.86 CHF | 0.88 CHF | 60,000 | 25,000 | 60,000 | 25,000 | 51,866 CHF | 22,350 CHF | 99.62% | 99.62% |
04/07/2024 | 3.06% | 0.90 CHF | 0.92 CHF | 60,000 | 25,000 | 58,488 | 25,000 | 54,407 CHF | 24,026 CHF | 100.00% | 100.00% |
03/07/2024 | 2.64% | 0.95 CHF | 0.98 CHF | 60,000 | 25,000 | 60,677 | 25,000 | 54,829 CHF | 23,221 CHF | 96.53% | 96.53% |
02/07/2024 | 3.61% | 0.73 CHF | 0.75 CHF | 70,000 | 25,000 | 75,361 | 25,000 | 54,003 CHF | 18,592 CHF | 100.00% | 100.00% |