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 | 5.68% | 0.42 CHF | 0.44 CHF | 96,344 | 25,000 | 96,102 | 25,000 | 39,548 CHF | 10,890 CHF | 94.82% | 94.82% |
12/07/2024 | 6.33% | 0.41 CHF | 0.44 CHF | 96,053 | 25,000 | 96,308 | 25,000 | 39,743 CHF | 10,991 CHF | 99.01% | 99.01% |
11/07/2024 | 6.02% | 0.42 CHF | 0.45 CHF | 96,431 | 25,000 | 97,706 | 25,000 | 43,815 CHF | 11,905 CHF | 99.08% | 99.08% |
10/07/2024 | 5.94% | 0.46 CHF | 0.49 CHF | 98,340 | 25,000 | 98,473 | 25,000 | 45,735 CHF | 12,322 CHF | 100.00% | 100.00% |
09/07/2024 | 5.16% | 0.47 CHF | 0.49 CHF | 98,424 | 25,000 | 98,578 | 25,000 | 46,384 CHF | 12,387 CHF | 100.00% | 100.00% |
08/07/2024 | 5.41% | 0.48 CHF | 0.50 CHF | 98,741 | 25,000 | 98,402 | 25,000 | 46,481 CHF | 12,466 CHF | 100.00% | 100.00% |
05/07/2024 | 5.10% | 0.48 CHF | 0.51 CHF | 99,044 | 25,000 | 99,012 | 25,000 | 47,814 CHF | 12,705 CHF | 98.87% | 98.87% |
04/07/2024 | 5.23% | 0.48 CHF | 0.51 CHF | 99,253 | 25,000 | 99,514 | 25,000 | 48,859 CHF | 12,931 CHF | 100.00% | 100.00% |
03/07/2024 | 5.40% | 0.52 CHF | 0.55 CHF | 100,000 | 25,000 | 100,006 | 25,000 | 51,161 CHF | 13,500 CHF | 99.73% | 99.73% |
02/07/2024 | 5.46% | 0.53 CHF | 0.56 CHF | 100,000 | 25,000 | 100,000 | 25,000 | 51,653 CHF | 13,637 CHF | 100.00% | 100.00% |