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 | 3.04% | 0.59 CHF | 0.60 CHF | 90,000 | 25,000 | 90,000 | 20,014 | 54,490 CHF | 12,463 CHF | 99.32% | 99.32% |
12/07/2024 | 3.14% | 0.60 CHF | 0.61 CHF | 90,000 | 25,000 | 90,000 | 20,014 | 52,830 CHF | 12,125 CHF | 99.65% | 99.65% |
11/07/2024 | 3.24% | 0.55 CHF | 0.56 CHF | 100,000 | 25,000 | 95,359 | 20,017 | 53,895 CHF | 11,717 CHF | 90.74% | 90.74% |
10/07/2024 | 3.76% | 0.52 CHF | 0.53 CHF | 100,000 | 25,000 | 107,847 | 20,014 | 53,041 CHF | 10,255 CHF | 99.59% | 99.59% |
09/07/2024 | 3.69% | 0.46 CHF | 0.47 CHF | 110,000 | 25,000 | 103,432 | 20,015 | 51,209 CHF | 10,244 CHF | 99.63% | 99.63% |
08/07/2024 | 3.52% | 0.50 CHF | 0.51 CHF | 100,000 | 25,000 | 100,000 | 20,014 | 51,568 CHF | 10,670 CHF | 99.65% | 99.65% |
05/07/2024 | 3.69% | 0.51 CHF | 0.52 CHF | 100,000 | 25,000 | 107,668 | 20,029 | 53,197 CHF | 10,253 CHF | 98.32% | 98.32% |
04/07/2024 | 3.67% | 0.51 CHF | 0.52 CHF | 100,000 | 25,000 | 105,666 | 20,021 | 52,773 CHF | 10,369 CHF | 100.00% | 100.00% |
03/07/2024 | 3.64% | 0.49 CHF | 0.50 CHF | 110,000 | 25,000 | 102,239 | 20,029 | 51,435 CHF | 10,448 CHF | 99.64% | 99.64% |
02/07/2024 | 3.47% | 0.50 CHF | 0.51 CHF | 100,000 | 25,000 | 100,000 | 20,004 | 52,925 CHF | 10,933 CHF | 99.51% | 99.51% |