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 | 5.35% | 0.36 CHF | 0.39 CHF | 140,000 | 50,000 | 135,397 | 50,000 | 52,190 CHF | 20,376 CHF | 98.98% | 98.98% |
12/07/2024 | 4.76% | 0.42 CHF | 0.44 CHF | 120,000 | 50,000 | 121,108 | 50,000 | 50,776 CHF | 21,993 CHF | 98.77% | 98.77% |
11/07/2024 | 4.56% | 0.42 CHF | 0.44 CHF | 120,000 | 50,000 | 119,819 | 50,000 | 52,755 CHF | 23,044 CHF | 99.09% | 99.09% |
10/07/2024 | 4.71% | 0.42 CHF | 0.44 CHF | 120,000 | 50,000 | 124,564 | 50,000 | 51,924 CHF | 21,860 CHF | 100.00% | 100.00% |
09/07/2024 | 4.56% | 0.40 CHF | 0.42 CHF | 130,000 | 50,000 | 117,671 | 50,000 | 52,443 CHF | 23,339 CHF | 100.00% | 100.00% |
08/07/2024 | 4.23% | 0.47 CHF | 0.49 CHF | 110,000 | 50,000 | 110,774 | 50,000 | 52,243 CHF | 24,628 CHF | 100.00% | 100.00% |
05/07/2024 | 4.98% | 0.42 CHF | 0.44 CHF | 120,000 | 50,000 | 130,705 | 50,000 | 52,069 CHF | 20,987 CHF | 98.86% | 98.86% |
04/07/2024 | 5.43% | 0.35 CHF | 0.37 CHF | 150,000 | 50,000 | 141,929 | 50,000 | 51,685 CHF | 19,234 CHF | 99.90% | 99.90% |
03/07/2024 | 5.57% | 0.36 CHF | 0.38 CHF | 140,000 | 50,000 | 144,387 | 50,000 | 50,996 CHF | 18,685 CHF | 99.82% | 99.82% |
02/07/2024 | 5.58% | 0.37 CHF | 0.39 CHF | 140,000 | 50,000 | 151,513 | 50,000 | 51,726 CHF | 18,067 CHF | 100.00% | 100.00% |