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 | 4.27% | 0.56 CHF | 0.57 CHF | 90,000 | 25,000 | 90,000 | 20,013 | 51,919 CHF | 12,021 CHF | 99.35% | 99.35% |
12/07/2024 | 4.44% | 0.57 CHF | 0.58 CHF | 90,000 | 25,000 | 95,973 | 20,012 | 53,558 CHF | 11,683 CHF | 99.67% | 99.67% |
11/07/2024 | 4.55% | 0.53 CHF | 0.54 CHF | 100,000 | 25,000 | 97,726 | 20,016 | 52,466 CHF | 11,276 CHF | 90.82% | 90.82% |
10/07/2024 | 5.39% | 0.49 CHF | 0.50 CHF | 110,000 | 25,000 | 113,131 | 20,012 | 52,408 CHF | 9,814 CHF | 99.62% | 99.62% |
09/07/2024 | 5.21% | 0.43 CHF | 0.44 CHF | 120,000 | 25,000 | 111,671 | 20,014 | 52,121 CHF | 9,800 CHF | 99.66% | 99.66% |
08/07/2024 | 5.08% | 0.48 CHF | 0.49 CHF | 110,000 | 25,000 | 110,000 | 20,013 | 53,556 CHF | 10,232 CHF | 99.68% | 99.68% |
05/07/2024 | 5.30% | 0.49 CHF | 0.50 CHF | 110,000 | 25,000 | 110,021 | 20,028 | 51,218 CHF | 9,811 CHF | 98.33% | 98.33% |
04/07/2024 | 5.26% | 0.49 CHF | 0.50 CHF | 110,000 | 25,000 | 110,000 | 20,021 | 51,810 CHF | 9,929 CHF | 100.00% | 100.00% |
03/07/2024 | 5.22% | 0.47 CHF | 0.48 CHF | 110,000 | 25,000 | 110,000 | 20,028 | 52,185 CHF | 10,006 CHF | 99.66% | 99.66% |
02/07/2024 | 4.91% | 0.48 CHF | 0.49 CHF | 110,000 | 25,000 | 101,848 | 20,010 | 50,958 CHF | 10,493 CHF | 99.68% | 99.68% |