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 | 3.54% | 0.30 CHF | 0.31 CHF | 80,000 | 80,000 | 34,883 | 34,883 | 10,006 CHF | 10,356 CHF | 100.00% | 100.00% |
12/07/2024 | 4.39% | 0.26 CHF | 0.27 CHF | 80,000 | 80,000 | 35,544 | 35,544 | 8,359 CHF | 8,716 CHF | 99.99% | 99.99% |
11/07/2024 | 4.56% | 0.23 CHF | 0.24 CHF | 80,000 | 80,000 | 37,279 | 37,279 | 8,267 CHF | 8,641 CHF | 99.99% | 99.99% |
10/07/2024 | 4.89% | 0.20 CHF | 0.21 CHF | 80,000 | 80,000 | 37,325 | 37,325 | 7,534 CHF | 7,909 CHF | 99.90% | 99.90% |
09/07/2024 | 4.52% | 0.20 CHF | 0.21 CHF | 80,000 | 80,000 | 37,219 | 37,219 | 8,168 CHF | 8,543 CHF | 100.00% | 100.00% |
08/07/2024 | 5.02% | 0.21 CHF | 0.22 CHF | 80,000 | 80,000 | 37,262 | 37,262 | 7,696 CHF | 8,070 CHF | 100.00% | 100.00% |
05/07/2024 | 5.16% | 0.19 CHF | 0.20 CHF | 80,000 | 80,000 | 37,315 | 37,315 | 7,150 CHF | 7,524 CHF | 99.90% | 99.90% |
04/07/2024 | 4.96% | 0.20 CHF | 0.21 CHF | 40,000 | 40,000 | 29,366 | 29,366 | 5,777 CHF | 6,071 CHF | 100.00% | 100.00% |
03/07/2024 | 4.57% | 0.21 CHF | 0.22 CHF | 80,000 | 80,000 | 34,883 | 34,883 | 7,569 CHF | 7,919 CHF | 100.00% | 100.00% |
02/07/2024 | 5.19% | 0.21 CHF | 0.22 CHF | 80,000 | 80,000 | 37,283 | 37,283 | 7,357 CHF | 7,732 CHF | 100.00% | 100.00% |