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 | 4.38% | 0.24 CHF | 0.25 CHF | 120,000 | 120,000 | 53,530 | 53,530 | 12,370 CHF | 12,908 CHF | 99.99% | 99.99% |
12/07/2024 | 4.29% | 0.23 CHF | 0.24 CHF | 120,000 | 120,000 | 53,491 | 53,491 | 12,418 CHF | 12,956 CHF | 100.00% | 100.00% |
11/07/2024 | 3.63% | 0.27 CHF | 0.28 CHF | 110,000 | 110,000 | 51,593 | 51,593 | 14,340 CHF | 14,858 CHF | 100.00% | 100.00% |
10/07/2024 | 3.74% | 0.27 CHF | 0.28 CHF | 110,000 | 110,000 | 51,395 | 51,395 | 13,941 CHF | 14,457 CHF | 100.00% | 100.00% |
09/07/2024 | 3.89% | 0.26 CHF | 0.27 CHF | 110,000 | 110,000 | 51,415 | 51,415 | 13,512 CHF | 14,029 CHF | 100.00% | 100.00% |
08/07/2024 | 4.21% | 0.23 CHF | 0.24 CHF | 120,000 | 120,000 | 53,486 | 53,486 | 12,695 CHF | 13,233 CHF | 100.00% | 100.00% |
05/07/2024 | 4.92% | 0.22 CHF | 0.23 CHF | 120,000 | 120,000 | 53,221 | 53,221 | 11,246 CHF | 11,784 CHF | 99.89% | 99.89% |
04/07/2024 | 4.55% | 0.22 CHF | 0.23 CHF | 50,000 | 50,000 | 39,248 | 39,248 | 8,499 CHF | 8,892 CHF | 100.00% | 100.00% |
03/07/2024 | 4.31% | 0.22 CHF | 0.23 CHF | 120,000 | 120,000 | 53,524 | 53,524 | 12,361 CHF | 12,899 CHF | 100.00% | 100.00% |
02/07/2024 | 4.57% | 0.22 CHF | 0.23 CHF | 120,000 | 120,000 | 52,691 | 52,691 | 11,602 CHF | 12,131 CHF | 99.99% | 99.99% |