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 | 5.03% | 0.51 CHF | 0.52 CHF | 88,000 | 88,000 | 39,571 | 39,571 | 19,873 CHF | 20,676 CHF | 100.00% | 100.00% |
12/07/2024 | 5.41% | 0.51 CHF | 0.52 CHF | 88,000 | 88,000 | 39,578 | 39,578 | 19,047 CHF | 19,851 CHF | 99.99% | 99.99% |
11/07/2024 | 5.94% | 0.45 CHF | 0.46 CHF | 89,000 | 89,000 | 40,225 | 40,225 | 17,327 CHF | 18,146 CHF | 99.85% | 99.85% |
10/07/2024 | 5.92% | 0.41 CHF | 0.42 CHF | 89,000 | 89,000 | 40,311 | 40,311 | 16,659 CHF | 17,481 CHF | 100.00% | 100.00% |
09/07/2024 | 5.61% | 0.44 CHF | 0.45 CHF | 89,000 | 89,000 | 39,766 | 39,766 | 17,601 CHF | 18,407 CHF | 99.73% | 99.73% |
08/07/2024 | 4.95% | 0.46 CHF | 0.47 CHF | 88,000 | 88,000 | 39,356 | 39,356 | 19,259 CHF | 20,057 CHF | 100.00% | 100.00% |
05/07/2024 | 5.20% | 0.47 CHF | 0.48 CHF | 88,000 | 88,000 | 39,444 | 39,444 | 18,783 CHF | 19,586 CHF | 99.70% | 99.70% |
04/07/2024 | 5.92% | 0.50 CHF | 0.53 CHF | 35,000 | 35,000 | 28,537 | 28,537 | 14,006 CHF | 14,862 CHF | 100.00% | 100.00% |
03/07/2024 | 5.30% | 0.51 CHF | 0.52 CHF | 87,000 | 87,000 | 39,443 | 39,443 | 19,168 CHF | 19,970 CHF | 100.00% | 100.00% |
02/07/2024 | 5.26% | 0.47 CHF | 0.48 CHF | 88,000 | 88,000 | 39,293 | 39,293 | 18,703 CHF | 19,499 CHF | 99.98% | 99.98% |