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 | 5.35% | 0.51 CHF | 0.54 CHF | 96,344 | 25,000 | 96,109 | 25,000 | 48,594 CHF | 13,335 CHF | 94.83% | 94.83% |
12/07/2024 | 5.29% | 0.51 CHF | 0.53 CHF | 96,042 | 25,000 | 96,298 | 25,000 | 49,080 CHF | 13,433 CHF | 99.01% | 99.01% |
11/07/2024 | 4.94% | 0.52 CHF | 0.54 CHF | 96,377 | 25,000 | 95,460 | 25,000 | 52,116 CHF | 14,346 CHF | 99.09% | 99.09% |
10/07/2024 | 4.76% | 0.56 CHF | 0.59 CHF | 90,000 | 25,000 | 90,717 | 25,000 | 51,052 CHF | 14,759 CHF | 100.00% | 100.00% |
09/07/2024 | 5.13% | 0.56 CHF | 0.59 CHF | 90,000 | 25,000 | 90,000 | 25,000 | 50,893 CHF | 14,882 CHF | 100.00% | 100.00% |
08/07/2024 | 4.98% | 0.57 CHF | 0.60 CHF | 90,000 | 25,000 | 90,000 | 25,000 | 51,178 CHF | 14,941 CHF | 100.00% | 100.00% |
05/07/2024 | 4.97% | 0.58 CHF | 0.61 CHF | 90,000 | 25,000 | 90,000 | 25,000 | 51,947 CHF | 15,165 CHF | 98.87% | 98.87% |
04/07/2024 | 4.82% | 0.58 CHF | 0.61 CHF | 90,000 | 25,000 | 90,000 | 25,000 | 52,745 CHF | 15,375 CHF | 100.00% | 100.00% |
03/07/2024 | 4.72% | 0.61 CHF | 0.64 CHF | 90,000 | 25,000 | 89,999 | 25,000 | 54,652 CHF | 15,914 CHF | 99.73% | 99.73% |
02/07/2024 | 4.15% | 0.63 CHF | 0.65 CHF | 80,000 | 25,000 | 88,232 | 25,000 | 54,280 CHF | 16,039 CHF | 100.00% | 100.00% |