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 | 4.95% | 0.20 CHF | 0.21 CHF | 75,000 | 75,000 | 74,857 | 74,857 | 14,822 CHF | 15,571 CHF | 100.00% | 100.00% |
12/07/2024 | 4.82% | 0.20 CHF | 0.21 CHF | 75,000 | 75,000 | 74,861 | 74,861 | 15,220 CHF | 15,970 CHF | 100.00% | 100.00% |
11/07/2024 | 5.08% | 0.20 CHF | 0.21 CHF | 75,000 | 75,000 | 74,622 | 74,622 | 14,600 CHF | 15,348 CHF | 100.00% | 100.00% |
10/07/2024 | 5.28% | 0.20 CHF | 0.21 CHF | 75,000 | 75,000 | 74,860 | 74,860 | 13,902 CHF | 14,651 CHF | 100.00% | 100.00% |
09/07/2024 | 5.34% | 0.18 CHF | 0.19 CHF | 75,000 | 75,000 | 74,619 | 74,619 | 13,765 CHF | 14,514 CHF | 100.00% | 100.00% |
08/07/2024 | 5.27% | 0.19 CHF | 0.20 CHF | 75,000 | 75,000 | 74,737 | 74,737 | 13,923 CHF | 14,672 CHF | 100.00% | 100.00% |
05/07/2024 | 5.11% | 0.19 CHF | 0.20 CHF | 75,000 | 75,000 | 74,858 | 74,858 | 14,354 CHF | 15,104 CHF | 96.89% | 96.89% |
04/07/2024 | 5.09% | 0.19 CHF | 0.20 CHF | 37,500 | 37,500 | 66,724 | 66,724 | 12,827 CHF | 13,495 CHF | 100.00% | 100.00% |
03/07/2024 | 5.03% | 0.19 CHF | 0.20 CHF | 75,000 | 75,000 | 74,860 | 74,860 | 14,594 CHF | 15,344 CHF | 98.65% | 98.65% |
02/07/2024 | 4.63% | 0.21 CHF | 0.22 CHF | 75,000 | 75,000 | 74,862 | 74,862 | 15,887 CHF | 16,636 CHF | 100.00% | 100.00% |