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 | 4.71% | 0.22 CHF | 0.23 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 12,487 CHF | 13,087 CHF | 100.00% | 100.00% |
12/07/2024 | 4.63% | 0.21 CHF | 0.22 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 12,673 CHF | 13,273 CHF | 100.00% | 100.00% |
11/07/2024 | 4.69% | 0.22 CHF | 0.23 CHF | 60,000 | 60,000 | 59,955 | 59,955 | 12,523 CHF | 13,123 CHF | 100.00% | 100.00% |
10/07/2024 | 4.18% | 0.23 CHF | 0.24 CHF | 60,000 | 60,000 | 60,203 | 60,203 | 14,158 CHF | 14,760 CHF | 100.00% | 100.00% |
09/07/2024 | 4.06% | 0.25 CHF | 0.26 CHF | 60,000 | 60,000 | 60,500 | 60,500 | 14,662 CHF | 15,267 CHF | 100.00% | 100.00% |
08/07/2024 | 4.30% | 0.24 CHF | 0.25 CHF | 60,000 | 60,000 | 60,214 | 60,214 | 13,739 CHF | 14,341 CHF | 100.00% | 100.00% |
05/07/2024 | 3.97% | 0.26 CHF | 0.27 CHF | 60,000 | 60,000 | 60,344 | 60,344 | 14,925 CHF | 15,528 CHF | 100.00% | 100.00% |
04/07/2024 | 4.16% | 0.23 CHF | 0.24 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 14,118 CHF | 14,718 CHF | 100.00% | 100.00% |
03/07/2024 | 3.76% | 0.26 CHF | 0.27 CHF | 60,000 | 60,000 | 61,916 | 61,916 | 16,214 CHF | 16,833 CHF | 100.00% | 100.00% |
02/07/2024 | 3.35% | 0.30 CHF | 0.31 CHF | 65,000 | 65,000 | 65,000 | 65,000 | 19,075 CHF | 19,725 CHF | 100.00% | 100.00% |