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 | 5.88% | 0.15 CHF | 0.16 CHF | 229,890 | 75,000 | 216,892 | 75,000 | 35,904 CHF | 13,197 CHF | 88.75% | 88.75% |
12/07/2024 | 5.73% | 0.17 CHF | 0.18 CHF | 217,219 | 75,000 | 217,038 | 75,000 | 36,814 CHF | 13,476 CHF | 97.87% | 97.87% |
11/07/2024 | 5.86% | 0.17 CHF | 0.18 CHF | 200,698 | 75,000 | 209,934 | 75,000 | 34,816 CHF | 13,196 CHF | 89.97% | 89.97% |
10/07/2024 | 6.88% | 0.14 CHF | 0.15 CHF | 225,436 | 75,000 | 226,240 | 75,000 | 31,791 CHF | 11,299 CHF | 100.00% | 100.00% |
09/07/2024 | 5.38% | 0.16 CHF | 0.17 CHF | 206,807 | 75,000 | 199,115 | 75,000 | 36,047 CHF | 14,347 CHF | 98.10% | 98.10% |
08/07/2024 | 5.05% | 0.20 CHF | 0.21 CHF | 189,889 | 75,000 | 195,231 | 75,000 | 37,728 CHF | 15,271 CHF | 83.36% | 83.36% |
05/07/2024 | 5.21% | 0.18 CHF | 0.19 CHF | 201,529 | 75,000 | 201,351 | 75,000 | 37,715 CHF | 14,808 CHF | 82.36% | 82.36% |
04/07/2024 | 5.21% | 0.19 CHF | 0.20 CHF | 197,520 | 75,000 | 200,211 | 75,000 | 37,456 CHF | 14,787 CHF | 85.15% | 85.15% |
03/07/2024 | 5.43% | 0.19 CHF | 0.20 CHF | 206,096 | 75,000 | 210,882 | 75,000 | 37,852 CHF | 14,225 CHF | 90.45% | 90.45% |
02/07/2024 | 6.99% | 0.15 CHF | 0.16 CHF | 231,726 | 75,000 | 249,279 | 75,000 | 34,470 CHF | 11,145 CHF | 84.29% | 84.29% |