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 | 8.00% | 0.22 CHF | 0.23 CHF | 176,000 | 176,000 | 78,903 | 78,903 | 17,090 CHF | 18,285 CHF | 100.00% | 100.00% |
12/07/2024 | 7.41% | 0.22 CHF | 0.23 CHF | 176,000 | 176,000 | 78,929 | 78,929 | 17,961 CHF | 19,156 CHF | 100.00% | 100.00% |
11/07/2024 | 6.75% | 0.25 CHF | 0.26 CHF | 178,000 | 178,000 | 80,026 | 80,026 | 20,355 CHF | 21,569 CHF | 99.82% | 99.82% |
10/07/2024 | 6.67% | 0.27 CHF | 0.28 CHF | 178,000 | 178,000 | 80,075 | 80,075 | 21,316 CHF | 22,531 CHF | 100.00% | 100.00% |
09/07/2024 | 6.93% | 0.25 CHF | 0.26 CHF | 178,000 | 178,000 | 79,294 | 79,294 | 20,017 CHF | 21,217 CHF | 99.73% | 99.73% |
08/07/2024 | 8.00% | 0.24 CHF | 0.25 CHF | 176,000 | 176,000 | 78,689 | 78,689 | 17,790 CHF | 18,981 CHF | 100.00% | 100.00% |
05/07/2024 | 7.51% | 0.24 CHF | 0.25 CHF | 176,000 | 176,000 | 78,651 | 78,651 | 18,530 CHF | 19,724 CHF | 99.70% | 99.70% |
04/07/2024 | 8.42% | 0.23 CHF | 0.25 CHF | 70,000 | 70,000 | 56,630 | 56,630 | 12,906 CHF | 14,039 CHF | 100.00% | 100.00% |
03/07/2024 | 7.31% | 0.23 CHF | 0.24 CHF | 174,000 | 174,000 | 78,639 | 78,639 | 18,355 CHF | 19,548 CHF | 99.99% | 99.99% |
02/07/2024 | 7.29% | 0.25 CHF | 0.26 CHF | 176,000 | 176,000 | 78,606 | 78,606 | 18,855 CHF | 20,045 CHF | 100.00% | 100.00% |