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 | 7.33% | 0.14 CHF | 0.14 CHF | 146,000 | 146,000 | 139,725 | 139,725 | 18,453 CHF | 19,850 CHF | 100.00% | 100.00% |
12/07/2024 | 8.66% | 0.11 CHF | 0.12 CHF | 142,000 | 142,000 | 138,304 | 138,304 | 15,305 CHF | 16,688 CHF | 100.00% | 100.00% |
11/07/2024 | 8.70% | 0.12 CHF | 0.13 CHF | 142,000 | 142,000 | 138,241 | 138,241 | 15,265 CHF | 16,648 CHF | 99.99% | 99.99% |
10/07/2024 | 8.28% | 0.11 CHF | 0.12 CHF | 142,000 | 142,000 | 139,500 | 139,500 | 16,193 CHF | 17,588 CHF | 100.00% | 100.00% |
09/07/2024 | 8.78% | 0.12 CHF | 0.13 CHF | 146,000 | 146,000 | 139,290 | 139,290 | 15,266 CHF | 16,659 CHF | 100.00% | 100.00% |
08/07/2024 | 9.02% | 0.11 CHF | 0.12 CHF | 142,000 | 142,000 | 138,308 | 138,308 | 14,650 CHF | 16,033 CHF | 100.00% | 100.00% |
05/07/2024 | 10.18% | 0.10 CHF | 0.11 CHF | 142,000 | 142,000 | 138,293 | 138,293 | 12,924 CHF | 14,306 CHF | 99.82% | 99.82% |
04/07/2024 | 9.13% | 0.11 CHF | 0.12 CHF | 142,000 | 142,000 | 138,290 | 138,290 | 14,499 CHF | 15,882 CHF | 99.50% | 99.50% |
03/07/2024 | 8.16% | 0.11 CHF | 0.12 CHF | 142,000 | 142,000 | 141,325 | 141,325 | 16,650 CHF | 18,063 CHF | 99.35% | 99.35% |
02/07/2024 | 6.01% | 0.14 CHF | 0.16 CHF | 146,000 | 146,000 | 145,928 | 145,928 | 23,598 CHF | 25,057 CHF | 100.00% | 100.00% |