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 | 5.28% | 0.45 CHF | 0.46 CHF | 120,000 | 25,000 | 110,928 | 20,012 | 51,443 CHF | 9,759 CHF | 99.35% | 99.35% |
12/07/2024 | 5.54% | 0.46 CHF | 0.47 CHF | 110,000 | 25,000 | 118,180 | 20,012 | 52,592 CHF | 9,420 CHF | 99.67% | 99.67% |
11/07/2024 | 5.72% | 0.42 CHF | 0.43 CHF | 130,000 | 25,000 | 123,311 | 20,016 | 52,176 CHF | 9,010 CHF | 90.82% | 90.82% |
10/07/2024 | 7.04% | 0.38 CHF | 0.39 CHF | 140,000 | 25,000 | 147,145 | 20,012 | 51,469 CHF | 7,543 CHF | 99.62% | 99.62% |
09/07/2024 | 6.81% | 0.32 CHF | 0.33 CHF | 160,000 | 25,000 | 144,049 | 20,014 | 50,863 CHF | 7,533 CHF | 99.65% | 99.65% |
08/07/2024 | 6.56% | 0.37 CHF | 0.38 CHF | 140,000 | 25,000 | 139,990 | 20,013 | 52,336 CHF | 7,970 CHF | 99.68% | 99.68% |
05/07/2024 | 6.99% | 0.37 CHF | 0.38 CHF | 140,000 | 25,000 | 147,197 | 20,028 | 51,816 CHF | 7,545 CHF | 98.34% | 98.34% |
04/07/2024 | 6.85% | 0.38 CHF | 0.39 CHF | 140,000 | 25,000 | 145,577 | 20,021 | 52,016 CHF | 7,655 CHF | 100.00% | 100.00% |
03/07/2024 | 6.81% | 0.35 CHF | 0.36 CHF | 150,000 | 25,000 | 143,802 | 20,028 | 51,846 CHF | 7,728 CHF | 99.66% | 99.66% |
02/07/2024 | 6.30% | 0.36 CHF | 0.37 CHF | 140,000 | 25,000 | 131,663 | 20,005 | 50,885 CHF | 8,212 CHF | 99.58% | 99.58% |