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 | 5.24% | 0.19 CHF | 0.20 CHF | 146,000 | 146,000 | 139,726 | 139,726 | 26,055 CHF | 27,452 CHF | 100.00% | 100.00% |
12/07/2024 | 5.90% | 0.16 CHF | 0.17 CHF | 142,000 | 142,000 | 138,304 | 138,304 | 22,757 CHF | 24,140 CHF | 100.00% | 100.00% |
11/07/2024 | 5.91% | 0.17 CHF | 0.18 CHF | 142,000 | 142,000 | 138,241 | 138,241 | 22,778 CHF | 24,162 CHF | 100.00% | 100.00% |
10/07/2024 | 5.71% | 0.17 CHF | 0.18 CHF | 142,000 | 142,000 | 139,500 | 139,500 | 23,740 CHF | 25,135 CHF | 100.00% | 100.00% |
09/07/2024 | 5.94% | 0.18 CHF | 0.19 CHF | 146,000 | 146,000 | 139,287 | 139,287 | 22,812 CHF | 24,205 CHF | 100.00% | 100.00% |
08/07/2024 | 6.08% | 0.17 CHF | 0.18 CHF | 142,000 | 142,000 | 138,308 | 138,308 | 22,056 CHF | 23,439 CHF | 100.00% | 100.00% |
05/07/2024 | 6.58% | 0.16 CHF | 0.17 CHF | 142,000 | 142,000 | 138,293 | 138,293 | 20,328 CHF | 21,711 CHF | 99.81% | 99.81% |
04/07/2024 | 6.12% | 0.16 CHF | 0.17 CHF | 142,000 | 142,000 | 138,291 | 138,291 | 21,939 CHF | 23,322 CHF | 99.49% | 99.49% |
03/07/2024 | 5.67% | 0.17 CHF | 0.18 CHF | 142,000 | 142,000 | 141,325 | 141,325 | 24,272 CHF | 25,685 CHF | 99.35% | 99.35% |
02/07/2024 | 4.54% | 0.20 CHF | 0.21 CHF | 146,000 | 146,000 | 145,930 | 145,930 | 31,431 CHF | 32,890 CHF | 100.00% | 100.00% |