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 | 5.35% | 0.49 CHF | 0.50 CHF | 110,000 | 25,000 | 111,648 | 20,011 | 51,850 CHF | 9,813 CHF | 99.36% | 99.36% |
12/07/2024 | 5.06% | 0.49 CHF | 0.49 CHF | 110,000 | 25,000 | 109,980 | 20,012 | 53,324 CHF | 10,182 CHF | 99.67% | 99.67% |
11/07/2024 | 4.80% | 0.53 CHF | 0.54 CHF | 100,000 | 25,000 | 103,164 | 20,015 | 52,175 CHF | 10,600 CHF | 90.84% | 90.84% |
10/07/2024 | 4.26% | 0.57 CHF | 0.58 CHF | 90,000 | 25,000 | 90,000 | 20,012 | 52,270 CHF | 12,088 CHF | 99.63% | 99.63% |
09/07/2024 | 4.35% | 0.63 CHF | 0.64 CHF | 80,000 | 25,000 | 88,918 | 20,013 | 51,355 CHF | 12,115 CHF | 99.66% | 99.66% |
08/07/2024 | 4.46% | 0.58 CHF | 0.59 CHF | 90,000 | 25,000 | 95,876 | 20,013 | 53,352 CHF | 11,653 CHF | 99.69% | 99.69% |
05/07/2024 | 4.26% | 0.58 CHF | 0.59 CHF | 90,000 | 25,000 | 90,000 | 20,028 | 52,335 CHF | 12,151 CHF | 98.34% | 98.34% |
04/07/2024 | 4.27% | 0.58 CHF | 0.59 CHF | 90,000 | 25,000 | 90,000 | 20,021 | 52,090 CHF | 12,080 CHF | 100.00% | 100.00% |
03/07/2024 | 4.28% | 0.60 CHF | 0.61 CHF | 90,000 | 25,000 | 90,000 | 20,027 | 52,062 CHF | 12,073 CHF | 99.67% | 99.67% |
02/07/2024 | 4.52% | 0.60 CHF | 0.60 CHF | 90,000 | 25,000 | 97,932 | 20,010 | 54,344 CHF | 11,633 CHF | 99.68% | 99.68% |