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 | 3.63% | 0.69 CHF | 0.72 CHF | 80,000 | 50,000 | 72,016 | 50,000 | 52,865 CHF | 38,116 CHF | 99.73% | 99.73% |
12/07/2024 | 5.14% | 0.75 CHF | 0.78 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 18,364 CHF | 19,333 CHF | 99.01% | 99.01% |
11/07/2024 | 4.98% | 0.75 CHF | 0.79 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 18,623 CHF | 19,573 CHF | 98.75% | 98.75% |
10/07/2024 | 4.67% | 0.71 CHF | 0.75 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 17,497 CHF | 18,336 CHF | 99.81% | 99.81% |
09/07/2024 | 5.01% | 0.72 CHF | 0.76 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 18,589 CHF | 19,543 CHF | 100.00% | 100.00% |
08/07/2024 | 3.51% | 0.75 CHF | 0.77 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 54,515 CHF | 40,331 CHF | 100.00% | 100.00% |
05/07/2024 | 3.65% | 0.78 CHF | 0.81 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 54,474 CHF | 40,357 CHF | 98.72% | 98.72% |
04/07/2024 | 3.59% | 0.79 CHF | 0.81 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 55,221 CHF | 40,883 CHF | 100.00% | 100.00% |
03/07/2024 | 4.33% | 0.80 CHF | 0.83 CHF | 70,000 | 50,000 | 40,410 | 33,561 | 31,551 CHF | 27,321 CHF | 99.81% | 99.81% |
02/07/2024 | 2.67% | 0.70 CHF | 0.72 CHF | 80,000 | 50,000 | 80,000 | 50,000 | 54,087 CHF | 34,719 CHF | 100.00% | 100.00% |