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 | 3.56% | 0.76 CHF | 0.79 CHF | 70,000 | 25,000 | 70,000 | 25,000 | 53,661 CHF | 19,860 CHF | 94.82% | 94.82% |
12/07/2024 | 3.28% | 0.77 CHF | 0.80 CHF | 70,000 | 25,000 | 70,000 | 25,000 | 53,701 CHF | 19,817 CHF | 99.01% | 99.01% |
11/07/2024 | 3.73% | 0.76 CHF | 0.79 CHF | 70,000 | 25,000 | 71,765 | 25,000 | 52,249 CHF | 18,904 CHF | 99.08% | 99.08% |
10/07/2024 | 3.95% | 0.71 CHF | 0.74 CHF | 80,000 | 25,000 | 75,340 | 25,000 | 53,526 CHF | 18,492 CHF | 100.00% | 100.00% |
09/07/2024 | 3.68% | 0.71 CHF | 0.74 CHF | 80,000 | 25,000 | 80,000 | 25,000 | 56,652 CHF | 18,368 CHF | 100.00% | 100.00% |
08/07/2024 | 3.43% | 0.70 CHF | 0.73 CHF | 80,000 | 25,000 | 80,000 | 25,000 | 56,612 CHF | 18,309 CHF | 100.00% | 100.00% |
05/07/2024 | 3.70% | 0.70 CHF | 0.72 CHF | 80,000 | 25,000 | 80,000 | 25,000 | 55,769 CHF | 18,085 CHF | 98.87% | 98.87% |
04/07/2024 | 3.70% | 0.70 CHF | 0.72 CHF | 80,000 | 25,000 | 80,000 | 25,000 | 55,125 CHF | 17,875 CHF | 100.00% | 100.00% |
03/07/2024 | 3.44% | 0.66 CHF | 0.69 CHF | 80,000 | 25,000 | 80,000 | 25,000 | 53,601 CHF | 17,336 CHF | 99.73% | 99.73% |
02/07/2024 | 3.54% | 0.65 CHF | 0.68 CHF | 80,000 | 25,000 | 80,000 | 25,000 | 53,161 CHF | 17,211 CHF | 100.00% | 100.00% |