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 | 4.09% | 0.48 CHF | 0.50 CHF | 110,000 | 50,000 | 110,000 | 50,000 | 52,726 CHF | 24,966 CHF | 99.72% | 99.72% |
12/07/2024 | 4.13% | 0.48 CHF | 0.50 CHF | 110,000 | 50,000 | 110,000 | 50,000 | 52,226 CHF | 24,739 CHF | 99.01% | 99.01% |
11/07/2024 | 4.12% | 0.48 CHF | 0.50 CHF | 110,000 | 50,000 | 110,000 | 50,000 | 53,640 CHF | 25,407 CHF | 99.08% | 99.08% |
10/07/2024 | 4.03% | 0.49 CHF | 0.51 CHF | 110,000 | 50,000 | 105,914 | 50,000 | 51,997 CHF | 25,573 CHF | 63.83% | 63.83% |
09/07/2024 | 4.13% | 0.47 CHF | 0.49 CHF | 110,000 | 50,000 | 110,000 | 50,000 | 52,318 CHF | 24,785 CHF | 100.00% | 100.00% |
08/07/2024 | 4.17% | 0.48 CHF | 0.50 CHF | 110,000 | 50,000 | 104,182 | 50,000 | 51,328 CHF | 25,702 CHF | 100.00% | 100.00% |
05/07/2024 | 3.79% | 0.51 CHF | 0.53 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 51,834 CHF | 26,919 CHF | 98.86% | 98.86% |
04/07/2024 | 4.34% | 0.48 CHF | 0.51 CHF | 110,000 | 50,000 | 106,578 | 50,000 | 52,328 CHF | 25,671 CHF | 100.00% | 100.00% |
03/07/2024 | 4.22% | 0.52 CHF | 0.54 CHF | 100,000 | 50,000 | 110,387 | 50,000 | 51,116 CHF | 24,181 CHF | 99.82% | 99.82% |
02/07/2024 | 4.61% | 0.44 CHF | 0.46 CHF | 120,000 | 50,000 | 120,773 | 50,000 | 50,980 CHF | 22,105 CHF | 100.00% | 100.00% |