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 | 8.22% | 0.33 CHF | 0.34 CHF | 160,000 | 25,000 | 174,330 | 20,012 | 51,756 CHF | 6,465 CHF | 99.36% | 99.36% |
12/07/2024 | 7.70% | 0.32 CHF | 0.33 CHF | 160,000 | 25,000 | 160,830 | 20,012 | 51,022 CHF | 6,835 CHF | 99.67% | 99.67% |
11/07/2024 | 7.12% | 0.36 CHF | 0.37 CHF | 140,000 | 25,000 | 154,161 | 20,014 | 51,986 CHF | 7,244 CHF | 90.89% | 90.89% |
10/07/2024 | 5.92% | 0.40 CHF | 0.41 CHF | 130,000 | 25,000 | 124,713 | 20,012 | 51,455 CHF | 8,726 CHF | 99.63% | 99.63% |
09/07/2024 | 6.08% | 0.46 CHF | 0.47 CHF | 110,000 | 25,000 | 126,538 | 20,013 | 51,764 CHF | 8,753 CHF | 99.67% | 99.67% |
08/07/2024 | 6.35% | 0.41 CHF | 0.42 CHF | 130,000 | 25,000 | 134,969 | 20,013 | 52,505 CHF | 8,301 CHF | 99.69% | 99.69% |
05/07/2024 | 5.94% | 0.41 CHF | 0.42 CHF | 130,000 | 25,000 | 128,098 | 20,028 | 52,957 CHF | 8,786 CHF | 98.34% | 98.34% |
04/07/2024 | 6.01% | 0.41 CHF | 0.42 CHF | 130,000 | 25,000 | 128,793 | 20,021 | 52,835 CHF | 8,712 CHF | 100.00% | 100.00% |
03/07/2024 | 5.99% | 0.43 CHF | 0.44 CHF | 120,000 | 25,000 | 129,492 | 20,027 | 53,045 CHF | 8,694 CHF | 99.67% | 99.67% |
02/07/2024 | 6.46% | 0.43 CHF | 0.44 CHF | 120,000 | 25,000 | 137,597 | 20,010 | 53,105 CHF | 8,251 CHF | 99.68% | 99.68% |