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 | 4.91% | 0.59 CHF | 0.62 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 35,751 CHF | 37,551 CHF | 100.00% | 100.00% |
12/07/2024 | 4.87% | 0.59 CHF | 0.62 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 36,085 CHF | 37,885 CHF | 99.99% | 99.99% |
11/07/2024 | 5.61% | 0.54 CHF | 0.57 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 31,223 CHF | 33,023 CHF | 100.00% | 100.00% |
10/07/2024 | 5.67% | 0.51 CHF | 0.54 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 30,871 CHF | 32,671 CHF | 100.00% | 100.00% |
09/07/2024 | 5.06% | 0.58 CHF | 0.61 CHF | 60,000 | 60,000 | 59,850 | 59,850 | 34,773 CHF | 36,573 CHF | 100.00% | 100.00% |
08/07/2024 | 4.55% | 0.65 CHF | 0.68 CHF | 60,000 | 60,000 | 59,886 | 59,886 | 38,728 CHF | 40,528 CHF | 100.00% | 100.00% |
05/07/2024 | 4.46% | 0.65 CHF | 0.68 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 39,463 CHF | 41,263 CHF | 99.93% | 99.93% |
04/07/2024 | 4.46% | 0.66 CHF | 0.69 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 39,438 CHF | 41,238 CHF | 100.00% | 100.00% |
03/07/2024 | 4.27% | 0.69 CHF | 0.72 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 41,274 CHF | 43,074 CHF | 100.00% | 100.00% |
02/07/2024 | 4.47% | 0.75 CHF | 0.78 CHF | 60,000 | 60,000 | 54,734 | 54,734 | 42,153 CHF | 43,953 CHF | 99.99% | 99.99% |