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 | 5.30% | 0.40 CHF | 0.41 CHF | 120,000 | 120,000 | 54,047 | 54,047 | 22,185 CHF | 23,161 CHF | 100.00% | 100.00% |
12/07/2024 | 4.55% | 0.41 CHF | 0.42 CHF | 120,000 | 120,000 | 54,683 | 54,683 | 21,206 CHF | 22,036 CHF | 100.00% | 100.00% |
11/07/2024 | 5.16% | 0.35 CHF | 0.36 CHF | 122,000 | 122,000 | 55,187 | 55,187 | 18,909 CHF | 19,746 CHF | 99.81% | 99.81% |
10/07/2024 | 4.90% | 0.34 CHF | 0.35 CHF | 122,000 | 122,000 | 54,895 | 54,895 | 19,412 CHF | 20,245 CHF | 100.00% | 100.00% |
09/07/2024 | 5.36% | 0.39 CHF | 0.40 CHF | 120,000 | 120,000 | 53,769 | 53,769 | 22,345 CHF | 23,317 CHF | 99.73% | 99.73% |
08/07/2024 | 4.63% | 0.47 CHF | 0.48 CHF | 118,000 | 118,000 | 53,239 | 53,239 | 25,904 CHF | 26,872 CHF | 99.99% | 99.99% |
05/07/2024 | 4.53% | 0.49 CHF | 0.50 CHF | 118,000 | 118,000 | 52,340 | 52,340 | 25,867 CHF | 26,814 CHF | 99.81% | 99.81% |
04/07/2024 | 4.83% | 0.52 CHF | 0.54 CHF | 47,000 | 47,000 | 37,436 | 37,436 | 19,233 CHF | 20,136 CHF | 99.98% | 99.98% |
03/07/2024 | 4.29% | 0.51 CHF | 0.52 CHF | 116,000 | 116,000 | 52,040 | 52,040 | 27,599 CHF | 28,542 CHF | 99.98% | 99.98% |
02/07/2024 | 4.21% | 0.53 CHF | 0.54 CHF | 116,000 | 116,000 | 51,753 | 51,753 | 27,870 CHF | 28,808 CHF | 100.00% | 100.00% |