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 | 7.39% | 0.39 CHF | 0.42 CHF | 130,000 | 50,000 | 132,529 | 50,000 | 51,817 CHF | 21,060 CHF | 99.72% | 99.72% |
12/07/2024 | 7.40% | 0.40 CHF | 0.43 CHF | 130,000 | 50,000 | 131,754 | 50,000 | 51,397 CHF | 21,012 CHF | 99.01% | 99.01% |
11/07/2024 | 7.26% | 0.39 CHF | 0.42 CHF | 130,000 | 50,000 | 130,000 | 50,000 | 51,787 CHF | 21,418 CHF | 99.08% | 99.08% |
10/07/2024 | 7.15% | 0.40 CHF | 0.43 CHF | 130,000 | 50,000 | 130,000 | 50,000 | 52,596 CHF | 21,729 CHF | 63.83% | 63.83% |
09/07/2024 | 7.42% | 0.39 CHF | 0.42 CHF | 130,000 | 50,000 | 132,758 | 50,000 | 51,704 CHF | 20,984 CHF | 100.00% | 100.00% |
08/07/2024 | 7.20% | 0.39 CHF | 0.42 CHF | 130,000 | 50,000 | 130,000 | 50,000 | 52,816 CHF | 21,831 CHF | 100.00% | 100.00% |
05/07/2024 | 6.71% | 0.42 CHF | 0.45 CHF | 120,000 | 50,000 | 120,629 | 50,000 | 52,386 CHF | 23,226 CHF | 98.86% | 98.86% |
04/07/2024 | 7.12% | 0.40 CHF | 0.43 CHF | 130,000 | 50,000 | 127,171 | 50,000 | 52,093 CHF | 22,018 CHF | 100.00% | 100.00% |
03/07/2024 | 7.70% | 0.44 CHF | 0.47 CHF | 120,000 | 50,000 | 138,038 | 50,000 | 51,724 CHF | 20,269 CHF | 99.82% | 99.82% |
02/07/2024 | 8.12% | 0.35 CHF | 0.38 CHF | 150,000 | 50,000 | 155,101 | 50,000 | 52,057 CHF | 18,213 CHF | 100.00% | 100.00% |