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 | 3.23% | 0.91 CHF | 0.94 CHF | 60,000 | 25,000 | 60,000 | 25,000 | 54,864 CHF | 23,610 CHF | 94.83% | 94.83% |
12/07/2024 | 2.99% | 0.92 CHF | 0.94 CHF | 60,000 | 25,000 | 60,000 | 25,000 | 54,761 CHF | 23,509 CHF | 99.01% | 99.01% |
11/07/2024 | 3.11% | 0.91 CHF | 0.93 CHF | 60,000 | 25,000 | 60,000 | 25,000 | 52,569 CHF | 22,595 CHF | 99.08% | 99.08% |
10/07/2024 | 3.15% | 0.86 CHF | 0.89 CHF | 60,000 | 25,000 | 60,000 | 25,000 | 51,580 CHF | 22,178 CHF | 100.00% | 100.00% |
09/07/2024 | 3.43% | 0.86 CHF | 0.89 CHF | 60,000 | 25,000 | 60,000 | 25,000 | 51,284 CHF | 22,113 CHF | 100.00% | 100.00% |
08/07/2024 | 3.35% | 0.85 CHF | 0.88 CHF | 60,000 | 25,000 | 60,000 | 25,000 | 51,141 CHF | 22,034 CHF | 100.00% | 100.00% |
05/07/2024 | 3.43% | 0.84 CHF | 0.87 CHF | 60,000 | 25,000 | 61,527 | 25,000 | 51,871 CHF | 21,820 CHF | 98.87% | 98.87% |
04/07/2024 | 2.93% | 0.85 CHF | 0.87 CHF | 60,000 | 25,000 | 62,357 | 25,000 | 52,270 CHF | 21,599 CHF | 100.00% | 100.00% |
03/07/2024 | 2.93% | 0.81 CHF | 0.84 CHF | 70,000 | 25,000 | 69,628 | 25,000 | 56,977 CHF | 21,069 CHF | 99.73% | 99.73% |
02/07/2024 | 3.03% | 0.80 CHF | 0.83 CHF | 70,000 | 25,000 | 70,000 | 25,000 | 56,943 CHF | 20,961 CHF | 100.00% | 100.00% |