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 | 7.48% | 0.44 CHF | 0.47 CHF | 120,000 | 50,000 | 120,000 | 50,000 | 52,254 CHF | 23,466 CHF | 99.72% | 99.72% |
12/07/2024 | 6.67% | 0.44 CHF | 0.47 CHF | 120,000 | 50,000 | 120,000 | 50,000 | 52,173 CHF | 23,239 CHF | 99.01% | 99.01% |
11/07/2024 | 6.52% | 0.44 CHF | 0.47 CHF | 120,000 | 50,000 | 120,000 | 50,000 | 53,716 CHF | 23,890 CHF | 99.08% | 99.08% |
10/07/2024 | 6.44% | 0.45 CHF | 0.48 CHF | 120,000 | 50,000 | 115,914 | 50,000 | 52,273 CHF | 24,064 CHF | 63.83% | 63.83% |
09/07/2024 | 6.66% | 0.43 CHF | 0.46 CHF | 120,000 | 50,000 | 120,000 | 50,000 | 52,274 CHF | 23,281 CHF | 100.00% | 100.00% |
08/07/2024 | 6.61% | 0.44 CHF | 0.47 CHF | 120,000 | 50,000 | 114,182 | 50,000 | 51,691 CHF | 24,202 CHF | 100.00% | 100.00% |
05/07/2024 | 6.21% | 0.47 CHF | 0.50 CHF | 110,000 | 50,000 | 110,000 | 50,000 | 52,617 CHF | 25,449 CHF | 98.86% | 98.86% |
04/07/2024 | 6.87% | 0.44 CHF | 0.48 CHF | 120,000 | 50,000 | 116,393 | 50,000 | 52,455 CHF | 24,171 CHF | 100.00% | 100.00% |
03/07/2024 | 6.84% | 0.48 CHF | 0.51 CHF | 110,000 | 50,000 | 120,348 | 50,000 | 50,926 CHF | 22,684 CHF | 99.82% | 99.82% |
02/07/2024 | 5.22% | 0.40 CHF | 0.43 CHF | 130,000 | 50,000 | 137,335 | 50,000 | 52,464 CHF | 20,134 CHF | 100.00% | 100.00% |