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 | 5.10% | 0.55 CHF | 0.58 CHF | 96,344 | 25,000 | 93,259 | 25,000 | 51,726 CHF | 14,597 CHF | 43.90% | 43.90% |
12/07/2024 | 4.49% | 0.56 CHF | 0.58 CHF | 96,550 | 25,000 | 93,941 | 25,000 | 52,301 CHF | 14,565 CHF | 95.46% | 95.46% |
11/07/2024 | 5.20% | 0.55 CHF | 0.58 CHF | 96,377 | 25,000 | 97,718 | 25,000 | 50,660 CHF | 13,654 CHF | 99.08% | 99.08% |
10/07/2024 | 5.56% | 0.50 CHF | 0.53 CHF | 98,542 | 25,000 | 98,436 | 25,000 | 49,316 CHF | 13,242 CHF | 100.00% | 100.00% |
09/07/2024 | 5.58% | 0.50 CHF | 0.53 CHF | 98,547 | 25,000 | 98,543 | 25,000 | 49,219 CHF | 13,204 CHF | 100.00% | 100.00% |
08/07/2024 | 5.43% | 0.49 CHF | 0.52 CHF | 98,598 | 25,000 | 98,390 | 25,000 | 49,172 CHF | 13,191 CHF | 100.00% | 100.00% |
05/07/2024 | 5.02% | 0.49 CHF | 0.52 CHF | 99,044 | 25,000 | 99,012 | 25,000 | 48,694 CHF | 12,928 CHF | 98.87% | 98.87% |
04/07/2024 | 5.29% | 0.49 CHF | 0.52 CHF | 99,253 | 25,000 | 99,615 | 25,000 | 48,084 CHF | 12,726 CHF | 100.00% | 100.00% |
03/07/2024 | 5.99% | 0.45 CHF | 0.48 CHF | 100,768 | 25,000 | 100,590 | 25,000 | 46,271 CHF | 12,211 CHF | 99.73% | 99.73% |
02/07/2024 | 6.18% | 0.44 CHF | 0.47 CHF | 101,327 | 25,000 | 100,958 | 25,000 | 45,884 CHF | 12,087 CHF | 100.00% | 100.00% |