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 | 8.38% | 0.21 CHF | 0.22 CHF | 176,000 | 176,000 | 78,903 | 78,903 | 16,264 CHF | 17,459 CHF | 100.00% | 100.00% |
12/07/2024 | 7.72% | 0.21 CHF | 0.22 CHF | 176,000 | 176,000 | 78,930 | 78,930 | 17,177 CHF | 18,372 CHF | 100.00% | 100.00% |
11/07/2024 | 7.03% | 0.24 CHF | 0.25 CHF | 178,000 | 178,000 | 80,030 | 80,030 | 19,498 CHF | 20,712 CHF | 99.82% | 99.82% |
10/07/2024 | 6.93% | 0.26 CHF | 0.27 CHF | 178,000 | 178,000 | 80,074 | 80,074 | 20,510 CHF | 21,725 CHF | 100.00% | 100.00% |
09/07/2024 | 7.32% | 0.24 CHF | 0.25 CHF | 178,000 | 178,000 | 79,281 | 79,281 | 19,031 CHF | 20,230 CHF | 99.76% | 99.76% |
08/07/2024 | 8.40% | 0.24 CHF | 0.25 CHF | 176,000 | 176,000 | 78,690 | 78,690 | 17,000 CHF | 18,191 CHF | 100.00% | 100.00% |
05/07/2024 | 7.84% | 0.23 CHF | 0.24 CHF | 176,000 | 176,000 | 78,653 | 78,653 | 17,729 CHF | 18,922 CHF | 99.70% | 99.70% |
04/07/2024 | 8.81% | 0.22 CHF | 0.24 CHF | 70,000 | 70,000 | 56,630 | 56,630 | 12,324 CHF | 13,456 CHF | 100.00% | 100.00% |
03/07/2024 | 7.61% | 0.22 CHF | 0.23 CHF | 174,000 | 174,000 | 78,636 | 78,636 | 17,562 CHF | 18,755 CHF | 99.99% | 99.99% |
02/07/2024 | 7.61% | 0.24 CHF | 0.25 CHF | 176,000 | 176,000 | 78,588 | 78,588 | 18,069 CHF | 19,259 CHF | 99.98% | 99.98% |