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 | 6.77% | 0.14 CHF | 0.15 CHF | 350,000 | 350,000 | 367,164 | 367,164 | 52,427 CHF | 56,099 CHF | 100.00% | 100.00% |
12/07/2024 | 6.39% | 0.14 CHF | 0.15 CHF | 350,000 | 350,000 | 346,629 | 346,628 | 52,503 CHF | 55,969 CHF | 99.76% | 99.76% |
11/07/2024 | 6.13% | 0.14 CHF | 0.15 CHF | 375,000 | 375,000 | 327,213 | 327,213 | 51,745 CHF | 55,018 CHF | 100.00% | 100.00% |
10/07/2024 | 5.74% | 0.18 CHF | 0.19 CHF | 300,000 | 300,000 | 306,317 | 306,317 | 51,825 CHF | 54,888 CHF | 94.70% | 94.70% |
09/07/2024 | 5.76% | 0.17 CHF | 0.18 CHF | 300,000 | 300,000 | 302,792 | 302,792 | 51,061 CHF | 54,089 CHF | 99.67% | 99.67% |
08/07/2024 | 6.12% | 0.17 CHF | 0.18 CHF | 325,000 | 325,000 | 328,563 | 328,564 | 52,064 CHF | 55,349 CHF | 100.00% | 100.00% |
05/07/2024 | 5.51% | 0.17 CHF | 0.18 CHF | 300,000 | 300,000 | 299,739 | 299,739 | 52,929 CHF | 55,926 CHF | 100.00% | 100.00% |
04/07/2024 | 5.13% | 0.18 CHF | 0.19 CHF | 300,000 | 300,000 | 276,824 | 276,824 | 52,495 CHF | 55,264 CHF | 100.00% | 100.00% |
03/07/2024 | 4.76% | 0.19 CHF | 0.20 CHF | 275,000 | 275,000 | 254,805 | 254,805 | 52,291 CHF | 54,839 CHF | 99.33% | 99.33% |
02/07/2024 | 4.51% | 0.21 CHF | 0.22 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 54,220 CHF | 56,720 CHF | 99.61% | 99.61% |