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 | 3.22% | 0.32 CHF | 0.33 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 18,390 CHF | 18,990 CHF | 100.00% | 100.00% |
12/07/2024 | 3.19% | 0.30 CHF | 0.31 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 18,506 CHF | 19,106 CHF | 100.00% | 100.00% |
11/07/2024 | 3.22% | 0.32 CHF | 0.33 CHF | 60,000 | 60,000 | 59,953 | 59,953 | 18,380 CHF | 18,980 CHF | 100.00% | 100.00% |
10/07/2024 | 2.97% | 0.32 CHF | 0.33 CHF | 60,000 | 60,000 | 60,203 | 60,203 | 19,972 CHF | 20,574 CHF | 100.00% | 100.00% |
09/07/2024 | 2.90% | 0.35 CHF | 0.36 CHF | 60,000 | 60,000 | 60,500 | 60,500 | 20,578 CHF | 21,183 CHF | 100.00% | 100.00% |
08/07/2024 | 3.04% | 0.34 CHF | 0.35 CHF | 60,000 | 60,000 | 60,214 | 60,214 | 19,567 CHF | 20,169 CHF | 100.00% | 100.00% |
05/07/2024 | 2.86% | 0.36 CHF | 0.37 CHF | 60,000 | 60,000 | 60,344 | 60,344 | 20,803 CHF | 21,407 CHF | 100.00% | 100.00% |
04/07/2024 | 2.96% | 0.33 CHF | 0.34 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 19,942 CHF | 20,542 CHF | 100.00% | 100.00% |
03/07/2024 | 2.75% | 0.36 CHF | 0.37 CHF | 60,000 | 60,000 | 61,917 | 61,917 | 22,217 CHF | 22,836 CHF | 100.00% | 100.00% |
02/07/2024 | 2.53% | 0.39 CHF | 0.40 CHF | 65,000 | 65,000 | 65,000 | 65,000 | 25,371 CHF | 26,021 CHF | 100.00% | 100.00% |