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 | 4.56% | 0.71 CHF | 0.74 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 17,004 CHF | 17,797 CHF | 98.73% | 98.73% |
12/07/2024 | 4.06% | 0.69 CHF | 0.72 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 18,103 CHF | 18,853 CHF | 99.38% | 99.38% |
11/07/2024 | 4.17% | 0.68 CHF | 0.71 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 17,636 CHF | 18,386 CHF | 99.16% | 99.16% |
10/07/2024 | 3.96% | 0.72 CHF | 0.75 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 18,553 CHF | 19,303 CHF | 94.20% | 94.20% |
09/07/2024 | 4.02% | 0.76 CHF | 0.79 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 18,296 CHF | 19,046 CHF | 100.00% | 100.00% |
08/07/2024 | 4.14% | 0.72 CHF | 0.75 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 17,739 CHF | 18,489 CHF | 90.51% | 90.51% |
05/07/2024 | 2.87% | 0.75 CHF | 0.78 CHF | 25,000 | 25,000 | 58,406 | 43,559 | 45,499 CHF | 34,835 CHF | 99.62% | 99.62% |
04/07/2024 | 2.42% | 0.81 CHF | 0.83 CHF | 70,000 | 50,000 | 68,948 | 50,000 | 56,253 CHF | 41,819 CHF | 100.00% | 100.00% |
03/07/2024 | 2.34% | 0.84 CHF | 0.86 CHF | 60,000 | 50,000 | 63,718 | 50,000 | 53,714 CHF | 43,199 CHF | 99.73% | 99.73% |
02/07/2024 | 2.17% | 0.90 CHF | 0.92 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 54,769 CHF | 46,641 CHF | 100.00% | 100.00% |