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 | 3.75% | 0.65 CHF | 0.66 CHF | 80,000 | 25,000 | 80,000 | 20,013 | 52,990 CHF | 13,735 CHF | 99.34% | 99.34% |
12/07/2024 | 3.88% | 0.66 CHF | 0.67 CHF | 80,000 | 25,000 | 80,000 | 20,012 | 51,514 CHF | 13,398 CHF | 99.67% | 99.67% |
11/07/2024 | 3.93% | 0.61 CHF | 0.62 CHF | 90,000 | 25,000 | 86,282 | 20,003 | 53,691 CHF | 12,982 CHF | 90.60% | 90.60% |
10/07/2024 | 4.56% | 0.58 CHF | 0.59 CHF | 90,000 | 25,000 | 97,848 | 20,012 | 53,703 CHF | 11,532 CHF | 99.63% | 99.63% |
09/07/2024 | 4.43% | 0.52 CHF | 0.53 CHF | 100,000 | 25,000 | 92,343 | 20,014 | 51,008 CHF | 11,518 CHF | 99.66% | 99.66% |
08/07/2024 | 4.34% | 0.56 CHF | 0.57 CHF | 90,000 | 25,000 | 90,000 | 20,013 | 51,530 CHF | 11,947 CHF | 99.68% | 99.68% |
05/07/2024 | 4.50% | 0.57 CHF | 0.58 CHF | 90,000 | 25,000 | 96,917 | 20,028 | 53,402 CHF | 11,530 CHF | 98.34% | 98.34% |
04/07/2024 | 4.46% | 0.57 CHF | 0.58 CHF | 90,000 | 25,000 | 95,179 | 20,021 | 52,977 CHF | 11,648 CHF | 100.00% | 100.00% |
03/07/2024 | 4.43% | 0.55 CHF | 0.56 CHF | 100,000 | 25,000 | 92,011 | 20,028 | 51,564 CHF | 11,730 CHF | 99.66% | 99.66% |
02/07/2024 | 4.23% | 0.56 CHF | 0.57 CHF | 90,000 | 25,000 | 90,000 | 20,005 | 52,801 CHF | 12,217 CHF | 99.58% | 99.58% |