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 | 4.21% | 0.64 CHF | 0.66 CHF | 80,000 | 50,000 | 80,000 | 50,000 | 54,386 CHF | 35,452 CHF | 99.72% | 99.72% |
12/07/2024 | 5.52% | 0.69 CHF | 0.73 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 16,992 CHF | 17,956 CHF | 99.01% | 99.01% |
11/07/2024 | 5.48% | 0.70 CHF | 0.74 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 17,274 CHF | 18,247 CHF | 99.09% | 99.09% |
10/07/2024 | 5.72% | 0.65 CHF | 0.69 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 16,067 CHF | 17,012 CHF | 99.81% | 99.81% |
09/07/2024 | 5.46% | 0.67 CHF | 0.71 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 17,174 CHF | 18,138 CHF | 100.00% | 100.00% |
08/07/2024 | 3.76% | 0.69 CHF | 0.72 CHF | 80,000 | 50,000 | 72,900 | 50,000 | 52,741 CHF | 37,600 CHF | 100.00% | 100.00% |
05/07/2024 | 3.96% | 0.73 CHF | 0.76 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 50,853 CHF | 37,791 CHF | 98.86% | 98.86% |
04/07/2024 | 3.64% | 0.73 CHF | 0.76 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 51,487 CHF | 38,139 CHF | 100.00% | 100.00% |
03/07/2024 | 4.65% | 0.75 CHF | 0.77 CHF | 70,000 | 50,000 | 41,243 | 33,561 | 29,951 CHF | 25,482 CHF | 99.81% | 99.81% |
02/07/2024 | 4.57% | 0.64 CHF | 0.67 CHF | 80,000 | 50,000 | 88,734 | 50,000 | 54,551 CHF | 32,194 CHF | 100.00% | 100.00% |