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 | 3.52% | 0.86 CHF | 0.89 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 20,949 CHF | 21,699 CHF | 98.73% | 98.73% |
12/07/2024 | 3.57% | 0.84 CHF | 0.88 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 22,011 CHF | 22,811 CHF | 99.38% | 99.38% |
11/07/2024 | 3.78% | 0.83 CHF | 0.87 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 21,518 CHF | 22,345 CHF | 99.15% | 99.15% |
10/07/2024 | 3.62% | 0.88 CHF | 0.91 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 22,396 CHF | 23,221 CHF | 94.20% | 94.20% |
09/07/2024 | 3.57% | 0.92 CHF | 0.95 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 22,134 CHF | 22,939 CHF | 100.00% | 100.00% |
08/07/2024 | 3.69% | 0.88 CHF | 0.91 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 21,633 CHF | 22,446 CHF | 90.51% | 90.51% |
05/07/2024 | 2.39% | 0.91 CHF | 0.94 CHF | 25,000 | 25,000 | 50,982 | 43,559 | 47,818 CHF | 41,771 CHF | 99.62% | 99.62% |
04/07/2024 | 2.16% | 0.96 CHF | 0.99 CHF | 60,000 | 50,000 | 58,953 | 50,000 | 57,228 CHF | 49,628 CHF | 100.00% | 100.00% |
03/07/2024 | 2.14% | 0.99 CHF | 1.01 CHF | 60,000 | 50,000 | 55,003 | 50,000 | 54,857 CHF | 51,005 CHF | 99.73% | 99.73% |