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 | 5.87% | 0.33 CHF | 0.35 CHF | 160,000 | 50,000 | 155,945 | 50,000 | 52,070 CHF | 17,713 CHF | 99.72% | 99.72% |
12/07/2024 | 5.83% | 0.34 CHF | 0.36 CHF | 150,000 | 50,000 | 156,938 | 50,000 | 52,249 CHF | 17,653 CHF | 99.01% | 99.01% |
11/07/2024 | 5.97% | 0.33 CHF | 0.36 CHF | 160,000 | 50,000 | 151,111 | 50,000 | 51,332 CHF | 18,033 CHF | 99.09% | 99.09% |
10/07/2024 | 5.60% | 0.34 CHF | 0.36 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 52,044 CHF | 18,348 CHF | 63.83% | 63.83% |
09/07/2024 | 5.81% | 0.33 CHF | 0.35 CHF | 160,000 | 50,000 | 154,293 | 50,000 | 51,734 CHF | 17,777 CHF | 100.00% | 100.00% |
08/07/2024 | 5.60% | 0.34 CHF | 0.36 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 52,072 CHF | 18,358 CHF | 100.00% | 100.00% |
05/07/2024 | 5.28% | 0.36 CHF | 0.38 CHF | 140,000 | 50,000 | 140,629 | 50,000 | 51,970 CHF | 19,484 CHF | 98.86% | 98.86% |
04/07/2024 | 5.64% | 0.34 CHF | 0.36 CHF | 150,000 | 50,000 | 147,052 | 50,000 | 51,339 CHF | 18,491 CHF | 100.00% | 100.00% |
03/07/2024 | 6.01% | 0.37 CHF | 0.39 CHF | 140,000 | 50,000 | 159,343 | 50,000 | 51,438 CHF | 17,168 CHF | 99.82% | 99.82% |
02/07/2024 | 6.62% | 0.30 CHF | 0.32 CHF | 170,000 | 50,000 | 178,660 | 50,000 | 51,887 CHF | 15,519 CHF | 100.00% | 100.00% |