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 | 4.20% | 0.72 CHF | 0.76 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 18,746 CHF | 19,551 CHF | 98.72% | 98.72% |
12/07/2024 | 4.14% | 0.75 CHF | 0.78 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 17,739 CHF | 18,489 CHF | 99.38% | 99.38% |
11/07/2024 | 4.03% | 0.76 CHF | 0.79 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 18,232 CHF | 18,982 CHF | 99.15% | 99.15% |
10/07/2024 | 4.23% | 0.71 CHF | 0.74 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 17,354 CHF | 18,104 CHF | 94.20% | 94.20% |
09/07/2024 | 4.17% | 0.67 CHF | 0.70 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 17,616 CHF | 18,366 CHF | 100.00% | 100.00% |
08/07/2024 | 4.53% | 0.71 CHF | 0.74 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 18,117 CHF | 18,956 CHF | 90.51% | 90.51% |
05/07/2024 | 3.69% | 0.69 CHF | 0.72 CHF | 25,000 | 25,000 | 62,051 | 43,559 | 41,238 CHF | 30,025 CHF | 99.62% | 99.62% |
04/07/2024 | 3.54% | 0.64 CHF | 0.66 CHF | 75,449 | 50,000 | 75,698 | 50,000 | 47,580 CHF | 32,562 CHF | 100.00% | 100.00% |
03/07/2024 | 3.59% | 0.61 CHF | 0.63 CHF | 76,079 | 50,000 | 76,408 | 50,000 | 45,952 CHF | 31,173 CHF | 99.73% | 99.73% |
02/07/2024 | 3.68% | 0.55 CHF | 0.57 CHF | 77,545 | 50,000 | 77,805 | 50,000 | 41,587 CHF | 27,728 CHF | 100.00% | 100.00% |