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 | 5.45% | 17.90 % | 18.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 17,863 CHF | 18,863 CHF | 98.48% | 98.48% |
12/07/2024 | 5.70% | 17.36 % | 18.36 % | 100,000 | 100,000 | 100,000 | 100,000 | 17,033 CHF | 18,033 CHF | 81.82% | 81.82% |
11/07/2024 | 5.82% | 16.68 % | 17.68 % | 100,000 | 100,000 | 100,000 | 100,000 | 16,682 CHF | 17,682 CHF | 98.59% | 98.59% |
10/07/2024 | 5.79% | 17.26 % | 18.26 % | 100,000 | 100,000 | 100,000 | 100,000 | 16,783 CHF | 17,783 CHF | 62.40% | 62.40% |
09/07/2024 | 5.85% | 16.52 % | 17.52 % | 100,000 | 100,000 | 100,000 | 100,000 | 16,583 CHF | 17,583 CHF | 99.20% | 99.20% |
08/07/2024 | 5.78% | 16.46 % | 17.46 % | 100,000 | 100,000 | 100,000 | 100,000 | 16,791 CHF | 17,791 CHF | 98.38% | 98.38% |
05/07/2024 | 5.83% | 17.02 % | 18.02 % | 100,000 | 100,000 | 100,000 | 100,000 | 16,655 CHF | 17,655 CHF | 98.52% | 98.52% |
04/07/2024 | 5.89% | 16.14 % | 17.14 % | 100,000 | 100,000 | 100,000 | 100,000 | 16,469 CHF | 17,469 CHF | 96.99% | 96.99% |
03/07/2024 | 5.69% | 16.76 % | 17.76 % | 100,000 | 100,000 | 100,000 | 100,000 | 17,073 CHF | 18,073 CHF | 97.62% | 97.62% |
02/07/2024 | 5.46% | 17.86 % | 18.86 % | 100,000 | 100,000 | 100,000 | 100,000 | 17,815 CHF | 18,815 CHF | 100.00% | 100.00% |