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 | 4.30% | 0.24 CHF | 0.25 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 13,690 CHF | 14,290 CHF | 100.00% | 100.00% |
12/07/2024 | 4.23% | 0.23 CHF | 0.24 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 13,876 CHF | 14,476 CHF | 100.00% | 100.00% |
11/07/2024 | 4.29% | 0.24 CHF | 0.25 CHF | 60,000 | 60,000 | 59,955 | 59,955 | 13,721 CHF | 14,321 CHF | 100.00% | 100.00% |
10/07/2024 | 3.85% | 0.25 CHF | 0.26 CHF | 60,000 | 60,000 | 60,202 | 60,202 | 15,367 CHF | 15,969 CHF | 100.00% | 100.00% |
09/07/2024 | 3.75% | 0.27 CHF | 0.28 CHF | 60,000 | 60,000 | 60,501 | 60,501 | 15,880 CHF | 16,485 CHF | 100.00% | 100.00% |
08/07/2024 | 3.97% | 0.26 CHF | 0.27 CHF | 60,000 | 60,000 | 60,214 | 60,214 | 14,926 CHF | 15,528 CHF | 100.00% | 100.00% |
05/07/2024 | 3.68% | 0.28 CHF | 0.29 CHF | 60,000 | 60,000 | 60,344 | 60,344 | 16,146 CHF | 16,750 CHF | 99.99% | 99.99% |
04/07/2024 | 3.84% | 0.25 CHF | 0.26 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 15,343 CHF | 15,943 CHF | 100.00% | 100.00% |
03/07/2024 | 3.49% | 0.28 CHF | 0.29 CHF | 60,000 | 60,000 | 61,917 | 61,917 | 17,461 CHF | 18,080 CHF | 100.00% | 100.00% |
02/07/2024 | 3.14% | 0.32 CHF | 0.33 CHF | 65,000 | 65,000 | 65,000 | 65,000 | 20,393 CHF | 21,043 CHF | 100.00% | 100.00% |