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 | 6.66% | 0.29 CHF | 0.31 CHF | 180,000 | 50,000 | 177,211 | 50,000 | 51,410 CHF | 15,513 CHF | 99.72% | 99.72% |
12/07/2024 | 6.78% | 0.29 CHF | 0.31 CHF | 180,000 | 50,000 | 178,616 | 50,000 | 51,701 CHF | 15,492 CHF | 99.01% | 99.01% |
11/07/2024 | 6.51% | 0.29 CHF | 0.31 CHF | 180,000 | 50,000 | 171,869 | 50,000 | 51,224 CHF | 15,909 CHF | 99.08% | 99.08% |
10/07/2024 | 6.53% | 0.30 CHF | 0.32 CHF | 170,000 | 50,000 | 172,579 | 50,000 | 51,952 CHF | 16,075 CHF | 63.83% | 63.83% |
09/07/2024 | 7.08% | 0.29 CHF | 0.31 CHF | 180,000 | 50,000 | 180,111 | 50,000 | 51,714 CHF | 15,409 CHF | 100.00% | 100.00% |
08/07/2024 | 7.07% | 0.29 CHF | 0.31 CHF | 180,000 | 50,000 | 172,598 | 50,000 | 52,301 CHF | 16,270 CHF | 100.00% | 100.00% |
05/07/2024 | 6.06% | 0.31 CHF | 0.34 CHF | 170,000 | 50,000 | 160,972 | 50,000 | 52,277 CHF | 17,258 CHF | 98.86% | 98.86% |
04/07/2024 | 6.57% | 0.30 CHF | 0.32 CHF | 170,000 | 50,000 | 168,708 | 50,000 | 51,507 CHF | 16,319 CHF | 100.00% | 100.00% |
03/07/2024 | 6.68% | 0.32 CHF | 0.34 CHF | 160,000 | 50,000 | 184,215 | 50,000 | 51,083 CHF | 14,855 CHF | 99.82% | 99.82% |
02/07/2024 | 7.85% | 0.26 CHF | 0.28 CHF | 200,000 | 50,000 | 205,832 | 50,000 | 50,311 CHF | 13,227 CHF | 100.00% | 100.00% |