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 | 5.88% | 0.18 CHF | 0.19 CHF | 140,000 | 140,000 | 142,885 | 142,885 | 23,617 CHF | 25,045 CHF | 100.00% | 100.00% |
12/07/2024 | 5.72% | 0.20 CHF | 0.21 CHF | 140,000 | 140,000 | 141,565 | 141,565 | 24,220 CHF | 25,635 CHF | 100.00% | 100.00% |
11/07/2024 | 5.14% | 0.19 CHF | 0.20 CHF | 140,000 | 140,000 | 139,892 | 139,892 | 26,597 CHF | 27,997 CHF | 99.68% | 99.68% |
10/07/2024 | 4.45% | 0.22 CHF | 0.23 CHF | 140,000 | 140,000 | 137,948 | 137,948 | 30,301 CHF | 31,681 CHF | 100.00% | 100.00% |
09/07/2024 | 4.25% | 0.22 CHF | 0.23 CHF | 140,000 | 140,000 | 136,593 | 136,593 | 31,477 CHF | 32,843 CHF | 99.73% | 99.73% |
08/07/2024 | 3.86% | 0.24 CHF | 0.25 CHF | 136,000 | 136,000 | 135,439 | 135,439 | 34,407 CHF | 35,761 CHF | 100.00% | 100.00% |
05/07/2024 | 4.01% | 0.24 CHF | 0.25 CHF | 136,000 | 136,000 | 135,449 | 135,449 | 33,145 CHF | 34,499 CHF | 99.81% | 99.81% |
04/07/2024 | 4.41% | 0.23 CHF | 0.24 CHF | 136,000 | 136,000 | 137,904 | 137,904 | 30,615 CHF | 31,995 CHF | 100.00% | 100.00% |
03/07/2024 | 4.76% | 0.23 CHF | 0.24 CHF | 136,000 | 136,000 | 139,183 | 139,183 | 28,617 CHF | 30,008 CHF | 100.00% | 100.00% |
02/07/2024 | 5.87% | 0.17 CHF | 0.18 CHF | 144,000 | 144,000 | 143,406 | 143,406 | 23,755 CHF | 25,189 CHF | 100.00% | 100.00% |