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 | 3.21% | 0.86 CHF | 0.89 CHF | 60,000 | 25,000 | 60,000 | 25,000 | 53,392 CHF | 22,972 CHF | 98.73% | 98.73% |
12/07/2024 | 2.77% | 0.88 CHF | 0.91 CHF | 60,000 | 25,000 | 61,603 | 25,000 | 52,374 CHF | 21,868 CHF | 99.38% | 99.38% |
11/07/2024 | 3.06% | 0.88 CHF | 0.91 CHF | 60,000 | 25,000 | 60,000 | 25,000 | 51,723 CHF | 22,222 CHF | 99.15% | 99.15% |
10/07/2024 | 3.37% | 0.83 CHF | 0.86 CHF | 70,000 | 25,000 | 65,874 | 25,000 | 54,702 CHF | 21,486 CHF | 100.00% | 100.00% |
09/07/2024 | 2.94% | 0.82 CHF | 0.85 CHF | 70,000 | 25,000 | 60,629 | 25,000 | 51,779 CHF | 21,995 CHF | 100.00% | 100.00% |
08/07/2024 | 3.11% | 0.85 CHF | 0.88 CHF | 60,000 | 25,000 | 60,000 | 25,000 | 52,494 CHF | 22,563 CHF | 100.00% | 100.00% |
05/07/2024 | 2.83% | 0.90 CHF | 0.93 CHF | 60,000 | 25,000 | 60,000 | 25,000 | 54,501 CHF | 23,361 CHF | 99.62% | 99.62% |
04/07/2024 | 2.74% | 0.93 CHF | 0.96 CHF | 60,000 | 25,000 | 58,488 | 25,000 | 56,503 CHF | 24,867 CHF | 100.00% | 100.00% |
03/07/2024 | 2.84% | 0.99 CHF | 1.01 CHF | 60,000 | 25,000 | 59,710 | 25,000 | 56,276 CHF | 24,249 CHF | 96.53% | 96.53% |
02/07/2024 | 3.30% | 0.78 CHF | 0.81 CHF | 70,000 | 25,000 | 70,000 | 25,000 | 54,262 CHF | 20,029 CHF | 100.00% | 100.00% |