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 | 3.07% | 0.91 CHF | 0.94 CHF | 60,000 | 25,000 | 60,000 | 25,000 | 56,406 CHF | 24,235 CHF | 98.73% | 98.73% |
12/07/2024 | 2.99% | 0.93 CHF | 0.96 CHF | 60,000 | 25,000 | 60,000 | 25,000 | 53,814 CHF | 23,102 CHF | 99.38% | 99.38% |
11/07/2024 | 3.14% | 0.93 CHF | 0.96 CHF | 60,000 | 25,000 | 60,000 | 25,000 | 54,569 CHF | 23,463 CHF | 99.15% | 99.15% |
10/07/2024 | 3.17% | 0.88 CHF | 0.91 CHF | 60,000 | 25,000 | 60,000 | 25,000 | 52,767 CHF | 22,694 CHF | 100.00% | 100.00% |
09/07/2024 | 2.99% | 0.86 CHF | 0.89 CHF | 60,000 | 25,000 | 60,000 | 25,000 | 53,973 CHF | 23,171 CHF | 100.00% | 100.00% |
08/07/2024 | 2.97% | 0.90 CHF | 0.93 CHF | 60,000 | 25,000 | 60,000 | 25,000 | 55,461 CHF | 23,806 CHF | 100.00% | 100.00% |
05/07/2024 | 3.06% | 0.95 CHF | 0.98 CHF | 60,000 | 25,000 | 60,000 | 25,000 | 57,552 CHF | 24,724 CHF | 99.62% | 99.62% |
04/07/2024 | 2.64% | 0.99 CHF | 1.02 CHF | 60,000 | 25,000 | 50,837 | 25,000 | 52,009 CHF | 26,275 CHF | 100.00% | 100.00% |
03/07/2024 | 2.80% | 1.04 CHF | 1.07 CHF | 50,000 | 25,000 | 54,615 | 25,000 | 54,175 CHF | 25,597 CHF | 96.53% | 96.53% |
02/07/2024 | 3.13% | 0.82 CHF | 0.85 CHF | 70,000 | 25,000 | 69,574 | 25,000 | 56,711 CHF | 21,031 CHF | 100.00% | 100.00% |