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 | 5.80% | 0.30 CHF | 0.31 CHF | 176,000 | 176,000 | 78,903 | 78,903 | 23,886 CHF | 25,081 CHF | 100.00% | 100.00% |
12/07/2024 | 5.47% | 0.30 CHF | 0.31 CHF | 176,000 | 176,000 | 78,928 | 78,928 | 24,776 CHF | 25,971 CHF | 100.00% | 100.00% |
11/07/2024 | 5.09% | 0.34 CHF | 0.35 CHF | 178,000 | 178,000 | 80,027 | 80,027 | 27,320 CHF | 28,534 CHF | 99.82% | 99.82% |
10/07/2024 | 5.12% | 0.36 CHF | 0.37 CHF | 178,000 | 178,000 | 80,075 | 80,075 | 28,053 CHF | 29,268 CHF | 100.00% | 100.00% |
09/07/2024 | 5.26% | 0.34 CHF | 0.35 CHF | 178,000 | 178,000 | 79,279 | 79,279 | 26,711 CHF | 27,910 CHF | 99.77% | 99.77% |
08/07/2024 | 5.76% | 0.33 CHF | 0.34 CHF | 176,000 | 176,000 | 78,691 | 78,691 | 24,696 CHF | 25,887 CHF | 100.00% | 100.00% |
05/07/2024 | 5.49% | 0.33 CHF | 0.34 CHF | 176,000 | 176,000 | 78,652 | 78,652 | 25,437 CHF | 26,631 CHF | 99.70% | 99.70% |
04/07/2024 | 6.17% | 0.31 CHF | 0.33 CHF | 70,000 | 70,000 | 56,629 | 56,629 | 17,855 CHF | 18,987 CHF | 100.00% | 100.00% |
03/07/2024 | 5.35% | 0.31 CHF | 0.32 CHF | 174,000 | 174,000 | 78,635 | 78,635 | 25,356 CHF | 26,548 CHF | 99.99% | 99.99% |
02/07/2024 | 5.38% | 0.33 CHF | 0.34 CHF | 176,000 | 176,000 | 78,606 | 78,606 | 25,733 CHF | 26,923 CHF | 100.00% | 100.00% |