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 | 3.36% | 0.84 CHF | 0.87 CHF | 60,000 | 25,000 | 60,076 | 25,000 | 50,920 CHF | 21,915 CHF | 94.81% | 94.81% |
12/07/2024 | 2.97% | 0.85 CHF | 0.88 CHF | 60,000 | 25,000 | 60,168 | 25,000 | 50,968 CHF | 21,817 CHF | 99.01% | 99.01% |
11/07/2024 | 3.36% | 0.84 CHF | 0.87 CHF | 60,000 | 25,000 | 69,929 | 25,000 | 56,536 CHF | 20,904 CHF | 99.09% | 99.09% |
10/07/2024 | 3.56% | 0.79 CHF | 0.82 CHF | 70,000 | 25,000 | 70,000 | 25,000 | 55,371 CHF | 20,492 CHF | 100.00% | 100.00% |
09/07/2024 | 3.15% | 0.79 CHF | 0.82 CHF | 70,000 | 25,000 | 70,000 | 25,000 | 55,263 CHF | 20,368 CHF | 100.00% | 100.00% |
08/07/2024 | 3.47% | 0.78 CHF | 0.81 CHF | 70,000 | 25,000 | 70,000 | 25,000 | 55,285 CHF | 20,441 CHF | 100.00% | 100.00% |
05/07/2024 | 3.19% | 0.78 CHF | 0.81 CHF | 70,000 | 25,000 | 70,000 | 25,000 | 54,727 CHF | 20,178 CHF | 98.87% | 98.87% |
04/07/2024 | 3.34% | 0.78 CHF | 0.81 CHF | 70,000 | 25,000 | 70,000 | 25,000 | 54,093 CHF | 19,976 CHF | 100.00% | 100.00% |
03/07/2024 | 3.72% | 0.74 CHF | 0.77 CHF | 70,000 | 25,000 | 70,000 | 25,000 | 52,501 CHF | 19,461 CHF | 99.73% | 99.73% |
02/07/2024 | 3.82% | 0.73 CHF | 0.76 CHF | 70,000 | 25,000 | 70,000 | 25,000 | 52,116 CHF | 19,337 CHF | 100.00% | 100.00% |