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 | 5.09% | 0.20 CHF | 0.21 CHF | 146,000 | 146,000 | 139,726 | 139,726 | 26,847 CHF | 28,244 CHF | 100.00% | 100.00% |
12/07/2024 | 5.71% | 0.17 CHF | 0.18 CHF | 142,000 | 142,000 | 138,304 | 138,304 | 23,563 CHF | 24,946 CHF | 100.00% | 100.00% |
11/07/2024 | 5.72% | 0.18 CHF | 0.19 CHF | 142,000 | 142,000 | 138,241 | 138,241 | 23,538 CHF | 24,922 CHF | 100.00% | 100.00% |
10/07/2024 | 5.54% | 0.17 CHF | 0.18 CHF | 142,000 | 142,000 | 139,500 | 139,500 | 24,494 CHF | 25,889 CHF | 100.00% | 100.00% |
09/07/2024 | 5.76% | 0.18 CHF | 0.19 CHF | 146,000 | 146,000 | 139,287 | 139,287 | 23,570 CHF | 24,962 CHF | 100.00% | 100.00% |
08/07/2024 | 5.88% | 0.17 CHF | 0.18 CHF | 142,000 | 142,000 | 138,308 | 138,308 | 22,828 CHF | 24,211 CHF | 100.00% | 100.00% |
05/07/2024 | 6.34% | 0.16 CHF | 0.17 CHF | 142,000 | 142,000 | 138,293 | 138,293 | 21,117 CHF | 22,500 CHF | 99.81% | 99.81% |
04/07/2024 | 5.92% | 0.17 CHF | 0.18 CHF | 142,000 | 142,000 | 138,291 | 138,291 | 22,706 CHF | 24,089 CHF | 99.49% | 99.49% |
03/07/2024 | 5.49% | 0.17 CHF | 0.18 CHF | 142,000 | 142,000 | 141,325 | 141,325 | 25,049 CHF | 26,462 CHF | 99.35% | 99.35% |
02/07/2024 | 4.44% | 0.21 CHF | 0.22 CHF | 146,000 | 146,000 | 145,930 | 145,930 | 32,212 CHF | 33,671 CHF | 100.00% | 100.00% |