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 | 6.47% | 0.34 CHF | 0.36 CHF | 150,000 | 75,000 | 106,596 | 59,570 | 35,594 CHF | 21,030 CHF | 81.12% | 81.12% |
12/07/2024 | 5.09% | 0.35 CHF | 0.37 CHF | 150,000 | 75,000 | 151,819 | 75,000 | 51,525 CHF | 26,806 CHF | 81.69% | 81.69% |
11/07/2024 | 5.32% | 0.33 CHF | 0.35 CHF | 157,740 | 75,000 | 162,081 | 75,000 | 47,140 CHF | 23,022 CHF | 78.49% | 78.49% |
10/07/2024 | 6.42% | 0.27 CHF | 0.29 CHF | 164,006 | 75,000 | 164,534 | 75,000 | 43,746 CHF | 21,264 CHF | 100.00% | 100.00% |
09/07/2024 | 5.91% | 0.25 CHF | 0.27 CHF | 165,743 | 75,000 | 164,580 | 75,000 | 43,732 CHF | 21,143 CHF | 100.00% | 100.00% |
08/07/2024 | 5.82% | 0.26 CHF | 0.28 CHF | 164,623 | 75,000 | 163,354 | 75,000 | 44,701 CHF | 21,753 CHF | 100.00% | 100.00% |
05/07/2024 | 5.63% | 0.27 CHF | 0.29 CHF | 164,418 | 75,000 | 163,235 | 75,000 | 45,952 CHF | 22,338 CHF | 99.62% | 99.62% |
04/07/2024 | 5.40% | 0.29 CHF | 0.30 CHF | 163,100 | 75,000 | 162,721 | 75,000 | 47,411 CHF | 23,067 CHF | 100.00% | 100.00% |
03/07/2024 | 5.95% | 0.28 CHF | 0.30 CHF | 164,035 | 75,000 | 164,137 | 75,000 | 46,028 CHF | 22,325 CHF | 99.73% | 99.73% |
02/07/2024 | 6.21% | 0.29 CHF | 0.30 CHF | 163,677 | 75,000 | 166,259 | 75,000 | 43,510 CHF | 20,893 CHF | 86.18% | 86.18% |