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 | 6.45% | 0.16 CHF | 0.17 CHF | 280,000 | 280,000 | 125,695 | 125,695 | 19,479 CHF | 20,741 CHF | 100.00% | 100.00% |
12/07/2024 | 6.34% | 0.15 CHF | 0.16 CHF | 280,000 | 280,000 | 125,626 | 125,626 | 19,527 CHF | 20,789 CHF | 100.00% | 100.00% |
11/07/2024 | 5.48% | 0.17 CHF | 0.18 CHF | 260,000 | 260,000 | 119,396 | 119,396 | 21,721 CHF | 22,920 CHF | 99.99% | 99.99% |
10/07/2024 | 5.61% | 0.18 CHF | 0.19 CHF | 260,000 | 260,000 | 119,033 | 119,033 | 21,344 CHF | 22,540 CHF | 100.00% | 100.00% |
09/07/2024 | 5.83% | 0.17 CHF | 0.18 CHF | 260,000 | 260,000 | 119,872 | 119,872 | 20,761 CHF | 21,967 CHF | 100.00% | 100.00% |
08/07/2024 | 6.23% | 0.16 CHF | 0.17 CHF | 280,000 | 280,000 | 125,579 | 125,579 | 19,984 CHF | 21,247 CHF | 100.00% | 100.00% |
05/07/2024 | 7.23% | 0.15 CHF | 0.16 CHF | 280,000 | 280,000 | 124,985 | 124,985 | 17,731 CHF | 18,995 CHF | 99.89% | 99.89% |
04/07/2024 | 6.72% | 0.15 CHF | 0.16 CHF | 120,000 | 120,000 | 93,141 | 93,141 | 13,504 CHF | 14,438 CHF | 100.00% | 100.00% |
03/07/2024 | 6.38% | 0.14 CHF | 0.15 CHF | 280,000 | 280,000 | 125,684 | 125,684 | 19,413 CHF | 20,676 CHF | 100.00% | 100.00% |
02/07/2024 | 6.74% | 0.15 CHF | 0.16 CHF | 280,000 | 280,000 | 123,757 | 123,757 | 18,266 CHF | 19,510 CHF | 100.00% | 100.00% |