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 | 4.25% | 0.50 CHF | 0.51 CHF | 155,000 | 155,000 | 69,461 | 69,461 | 36,343 CHF | 37,603 CHF | 100.00% | 100.00% |
12/07/2024 | 4.15% | 0.51 CHF | 0.52 CHF | 155,000 | 155,000 | 68,430 | 68,430 | 37,056 CHF | 38,292 CHF | 99.98% | 99.98% |
11/07/2024 | 4.05% | 0.60 CHF | 0.61 CHF | 150,000 | 150,000 | 67,389 | 67,389 | 38,342 CHF | 39,565 CHF | 99.83% | 99.83% |
10/07/2024 | 4.08% | 0.57 CHF | 0.58 CHF | 150,000 | 150,000 | 67,390 | 67,390 | 38,020 CHF | 39,244 CHF | 100.00% | 100.00% |
09/07/2024 | 4.99% | 0.59 CHF | 0.60 CHF | 150,000 | 150,000 | 67,451 | 67,451 | 40,276 CHF | 41,833 CHF | 99.74% | 99.74% |
08/07/2024 | 4.25% | 0.69 CHF | 0.70 CHF | 145,000 | 145,000 | 66,582 | 66,582 | 42,424 CHF | 43,799 CHF | 99.92% | 99.92% |
05/07/2024 | 3.96% | 0.59 CHF | 0.60 CHF | 150,000 | 150,000 | 67,207 | 67,207 | 38,636 CHF | 39,859 CHF | 99.70% | 99.70% |
04/07/2024 | 4.78% | 0.59 CHF | 0.61 CHF | 60,000 | 60,000 | 48,305 | 48,305 | 28,489 CHF | 29,793 CHF | 99.95% | 99.95% |
03/07/2024 | 5.04% | 0.58 CHF | 0.59 CHF | 150,000 | 150,000 | 67,368 | 67,368 | 39,653 CHF | 41,223 CHF | 100.00% | 100.00% |
02/07/2024 | 4.97% | 0.64 CHF | 0.65 CHF | 150,000 | 150,000 | 66,982 | 66,982 | 41,793 CHF | 43,359 CHF | 99.99% | 99.99% |