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 | 5.31% | 0.39 CHF | 0.41 CHF | 130,000 | 75,000 | 102,323 | 62,281 | 39,334 CHF | 25,092 CHF | 98.41% | 98.41% |
12/07/2024 | 4.59% | 0.40 CHF | 0.42 CHF | 130,000 | 75,000 | 132,449 | 75,000 | 51,369 CHF | 30,482 CHF | 99.38% | 99.38% |
11/07/2024 | 4.50% | 0.38 CHF | 0.39 CHF | 140,000 | 75,000 | 149,947 | 75,000 | 51,665 CHF | 27,120 CHF | 99.15% | 99.15% |
10/07/2024 | 4.59% | 0.32 CHF | 0.34 CHF | 160,000 | 75,000 | 163,496 | 75,000 | 51,181 CHF | 24,585 CHF | 46.15% | 46.15% |
09/07/2024 | 5.37% | 0.32 CHF | 0.33 CHF | 165,151 | 75,000 | 164,694 | 75,000 | 51,112 CHF | 24,565 CHF | 12.07% | 12.07% |
08/07/2024 | 4.73% | 0.32 CHF | 0.33 CHF | 164,408 | 75,000 | 160,012 | 75,000 | 51,916 CHF | 25,512 CHF | 90.31% | 90.31% |
05/07/2024 | 4.98% | 0.32 CHF | 0.34 CHF | 160,000 | 75,000 | 158,004 | 75,000 | 52,110 CHF | 26,011 CHF | 99.62% | 99.62% |
04/07/2024 | 4.14% | 0.33 CHF | 0.35 CHF | 160,000 | 75,000 | 152,375 | 75,000 | 51,864 CHF | 26,617 CHF | 100.00% | 100.00% |
03/07/2024 | 5.20% | 0.31 CHF | 0.33 CHF | 165,376 | 75,000 | 157,574 | 75,000 | 52,067 CHF | 26,119 CHF | 78.97% | 78.97% |
02/07/2024 | 4.98% | 0.34 CHF | 0.35 CHF | 150,000 | 75,000 | 166,803 | 75,000 | 49,962 CHF | 23,632 CHF | 55.72% | 55.72% |