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 | 0.82% | 3.67 CHF | 3.70 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 145,229 CHF | 146,429 CHF | 99.98% | 99.98% |
12/07/2024 | 0.83% | 3.69 CHF | 3.72 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 143,267 CHF | 144,467 CHF | 100.00% | 100.00% |
11/07/2024 | 0.74% | 3.89 CHF | 3.92 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 160,864 CHF | 162,064 CHF | 99.91% | 99.91% |
10/07/2024 | 0.75% | 4.11 CHF | 4.14 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 160,506 CHF | 161,706 CHF | 100.00% | 100.00% |
09/07/2024 | 0.81% | 3.67 CHF | 3.70 CHF | 40,000 | 40,000 | 39,910 | 39,910 | 147,047 CHF | 148,247 CHF | 100.00% | 100.00% |
08/07/2024 | 0.89% | 3.40 CHF | 3.43 CHF | 40,000 | 40,000 | 39,931 | 39,931 | 135,079 CHF | 136,279 CHF | 100.00% | 100.00% |
05/07/2024 | 0.88% | 3.40 CHF | 3.43 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 135,032 CHF | 136,232 CHF | 99.92% | 99.92% |
04/07/2024 | 0.89% | 3.36 CHF | 3.39 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 134,314 CHF | 135,514 CHF | 100.00% | 100.00% |
03/07/2024 | 0.94% | 3.20 CHF | 3.23 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 127,053 CHF | 128,253 CHF | 100.00% | 100.00% |
02/07/2024 | 1.24% | 2.89 CHF | 2.92 CHF | 40,000 | 40,000 | 36,491 | 36,491 | 103,124 CHF | 104,324 CHF | 100.00% | 100.00% |