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 | 5.62% | 0.31 CHF | 0.32 CHF | 176,000 | 176,000 | 78,924 | 78,924 | 24,629 CHF | 25,825 CHF | 100.00% | 100.00% |
12/07/2024 | 5.32% | 0.31 CHF | 0.32 CHF | 176,000 | 176,000 | 78,930 | 78,930 | 25,528 CHF | 26,723 CHF | 100.00% | 100.00% |
11/07/2024 | 4.98% | 0.34 CHF | 0.35 CHF | 178,000 | 178,000 | 80,030 | 80,030 | 27,931 CHF | 29,145 CHF | 99.82% | 99.82% |
10/07/2024 | 4.98% | 0.37 CHF | 0.38 CHF | 178,000 | 178,000 | 80,074 | 80,074 | 28,787 CHF | 30,002 CHF | 100.00% | 100.00% |
09/07/2024 | 5.14% | 0.35 CHF | 0.36 CHF | 178,000 | 178,000 | 79,294 | 79,294 | 27,346 CHF | 28,545 CHF | 99.73% | 99.73% |
08/07/2024 | 5.58% | 0.34 CHF | 0.35 CHF | 176,000 | 176,000 | 78,692 | 78,692 | 25,447 CHF | 26,638 CHF | 100.00% | 100.00% |
05/07/2024 | 5.35% | 0.34 CHF | 0.35 CHF | 176,000 | 176,000 | 78,651 | 78,651 | 26,157 CHF | 27,351 CHF | 99.70% | 99.70% |
04/07/2024 | 6.00% | 0.32 CHF | 0.34 CHF | 70,000 | 70,000 | 56,630 | 56,630 | 18,347 CHF | 19,479 CHF | 100.00% | 100.00% |
03/07/2024 | 5.26% | 0.32 CHF | 0.33 CHF | 174,000 | 174,000 | 78,636 | 78,636 | 25,924 CHF | 27,117 CHF | 99.99% | 99.99% |
02/07/2024 | 5.24% | 0.34 CHF | 0.35 CHF | 176,000 | 176,000 | 78,606 | 78,606 | 26,468 CHF | 27,658 CHF | 100.00% | 100.00% |