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 | 5.01% | 0.54 CHF | 0.57 CHF | 80,000 | 80,000 | 79,674 | 79,674 | 46,585 CHF | 48,975 CHF | 99.99% | 99.99% |
12/07/2024 | 5.14% | 0.62 CHF | 0.65 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 39,910 CHF | 42,010 CHF | 100.00% | 100.00% |
11/07/2024 | 5.73% | 0.57 CHF | 0.60 CHF | 80,000 | 80,000 | 79,914 | 79,914 | 40,805 CHF | 43,202 CHF | 99.99% | 99.99% |
10/07/2024 | 5.49% | 0.45 CHF | 0.48 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 35,444 CHF | 37,444 CHF | 100.00% | 100.00% |
09/07/2024 | 5.52% | 0.41 CHF | 0.43 CHF | 80,000 | 80,000 | 79,818 | 79,818 | 35,444 CHF | 37,447 CHF | 99.73% | 99.73% |
08/07/2024 | 5.34% | 0.45 CHF | 0.47 CHF | 80,000 | 80,000 | 79,864 | 79,864 | 36,692 CHF | 38,701 CHF | 99.26% | 99.26% |
05/07/2024 | 5.70% | 0.47 CHF | 0.49 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 39,907 CHF | 42,252 CHF | 100.00% | 100.00% |
04/07/2024 | 5.87% | 0.49 CHF | 0.52 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 38,548 CHF | 40,882 CHF | 99.61% | 99.61% |
03/07/2024 | 5.56% | 0.47 CHF | 0.49 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 36,926 CHF | 39,039 CHF | 100.00% | 100.00% |
02/07/2024 | 6.12% | 0.41 CHF | 0.43 CHF | 80,000 | 80,000 | 79,997 | 79,997 | 31,712 CHF | 33,712 CHF | 100.00% | 100.00% |