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 | 5.81% | 0.36 CHF | 0.38 CHF | 140,000 | 75,000 | 108,679 | 62,281 | 38,662 CHF | 23,325 CHF | 98.41% | 98.41% |
12/07/2024 | 4.40% | 0.37 CHF | 0.39 CHF | 140,000 | 75,000 | 141,509 | 75,000 | 51,432 CHF | 28,506 CHF | 76.28% | 76.28% |
11/07/2024 | 5.32% | 0.35 CHF | 0.37 CHF | 150,000 | 75,000 | 160,822 | 75,000 | 49,554 CHF | 24,426 CHF | 60.80% | 60.80% |
10/07/2024 | 5.57% | 0.29 CHF | 0.31 CHF | 164,124 | 75,000 | 164,507 | 75,000 | 47,254 CHF | 22,777 CHF | 100.00% | 100.00% |
09/07/2024 | 5.56% | 0.27 CHF | 0.29 CHF | 165,794 | 75,000 | 164,638 | 75,000 | 47,154 CHF | 22,709 CHF | 100.00% | 100.00% |
08/07/2024 | 5.80% | 0.29 CHF | 0.30 CHF | 164,555 | 75,000 | 163,443 | 75,000 | 48,085 CHF | 23,383 CHF | 100.00% | 100.00% |
05/07/2024 | 5.50% | 0.29 CHF | 0.31 CHF | 163,973 | 75,000 | 163,373 | 75,000 | 49,094 CHF | 23,813 CHF | 87.04% | 87.04% |
04/07/2024 | 5.00% | 0.31 CHF | 0.32 CHF | 163,235 | 75,000 | 162,192 | 75,000 | 50,446 CHF | 24,529 CHF | 74.08% | 74.08% |
03/07/2024 | 5.89% | 0.30 CHF | 0.32 CHF | 163,661 | 75,000 | 164,236 | 75,000 | 49,029 CHF | 23,752 CHF | 84.82% | 84.82% |
02/07/2024 | 6.35% | 0.32 CHF | 0.33 CHF | 163,462 | 75,000 | 166,679 | 75,000 | 46,356 CHF | 22,234 CHF | 77.52% | 77.52% |