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 | 5.83% | 0.31 CHF | 0.33 CHF | 170,000 | 50,000 | 145,131 | 50,000 | 52,246 CHF | 19,149 CHF | 98.51% | 98.51% |
12/07/2024 | 5.86% | 0.38 CHF | 0.40 CHF | 140,000 | 50,000 | 144,381 | 50,000 | 51,978 CHF | 19,109 CHF | 94.00% | 94.00% |
11/07/2024 | 5.59% | 0.37 CHF | 0.39 CHF | 140,000 | 50,000 | 139,267 | 50,000 | 51,961 CHF | 19,733 CHF | 85.64% | 85.64% |
10/07/2024 | 5.96% | 0.36 CHF | 0.38 CHF | 140,000 | 50,000 | 148,673 | 50,000 | 51,727 CHF | 18,493 CHF | 90.92% | 90.92% |
09/07/2024 | 5.29% | 0.38 CHF | 0.40 CHF | 140,000 | 50,000 | 132,589 | 50,000 | 51,504 CHF | 20,492 CHF | 98.72% | 98.72% |
08/07/2024 | 6.13% | 0.33 CHF | 0.36 CHF | 160,000 | 50,000 | 155,429 | 50,000 | 51,906 CHF | 17,770 CHF | 99.73% | 99.73% |
05/07/2024 | 6.33% | 0.31 CHF | 0.33 CHF | 170,000 | 50,000 | 158,915 | 50,000 | 51,921 CHF | 17,425 CHF | 99.62% | 99.62% |
04/07/2024 | 5.93% | 0.35 CHF | 0.37 CHF | 150,000 | 50,000 | 151,870 | 50,000 | 51,930 CHF | 18,157 CHF | 98.35% | 98.35% |
03/07/2024 | 6.17% | 0.35 CHF | 0.37 CHF | 150,000 | 50,000 | 155,780 | 50,000 | 51,862 CHF | 17,728 CHF | 99.73% | 99.73% |
02/07/2024 | 7.18% | 0.32 CHF | 0.34 CHF | 160,000 | 50,000 | 180,515 | 50,000 | 51,635 CHF | 15,461 CHF | 98.28% | 98.28% |