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 | 6.88% | 0.30 CHF | 0.31 CHF | 120,000 | 120,000 | 54,042 | 54,042 | 16,689 CHF | 17,665 CHF | 99.99% | 99.99% |
12/07/2024 | 6.16% | 0.31 CHF | 0.32 CHF | 120,000 | 120,000 | 54,682 | 54,682 | 15,591 CHF | 16,421 CHF | 100.00% | 100.00% |
11/07/2024 | 8.21% | 0.24 CHF | 0.25 CHF | 122,000 | 122,000 | 55,191 | 55,191 | 13,144 CHF | 14,042 CHF | 99.82% | 99.82% |
10/07/2024 | 6.75% | 0.24 CHF | 0.25 CHF | 122,000 | 122,000 | 54,887 | 54,887 | 13,836 CHF | 14,669 CHF | 99.99% | 99.99% |
09/07/2024 | 7.00% | 0.29 CHF | 0.30 CHF | 120,000 | 120,000 | 53,761 | 53,761 | 16,858 CHF | 17,831 CHF | 99.77% | 99.77% |
08/07/2024 | 5.80% | 0.36 CHF | 0.37 CHF | 118,000 | 118,000 | 53,243 | 53,243 | 20,475 CHF | 21,443 CHF | 100.00% | 100.00% |
05/07/2024 | 5.64% | 0.38 CHF | 0.39 CHF | 118,000 | 118,000 | 52,342 | 52,342 | 20,522 CHF | 21,469 CHF | 99.81% | 99.81% |
04/07/2024 | 6.05% | 0.41 CHF | 0.43 CHF | 47,000 | 47,000 | 37,436 | 37,436 | 15,285 CHF | 16,188 CHF | 99.98% | 99.98% |
03/07/2024 | 5.30% | 0.41 CHF | 0.42 CHF | 116,000 | 116,000 | 52,040 | 52,040 | 22,245 CHF | 23,188 CHF | 99.98% | 99.98% |
02/07/2024 | 5.20% | 0.43 CHF | 0.44 CHF | 116,000 | 116,000 | 51,752 | 51,752 | 22,498 CHF | 23,435 CHF | 100.00% | 100.00% |