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 | 5.65% | 0.68 CHF | 0.72 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 17,460 CHF | 18,475 CHF | 98.64% | 98.64% |
12/07/2024 | 5.97% | 0.69 CHF | 0.73 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 16,462 CHF | 17,474 CHF | 99.38% | 99.38% |
11/07/2024 | 5.79% | 0.70 CHF | 0.74 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 16,948 CHF | 17,958 CHF | 99.15% | 99.15% |
10/07/2024 | 6.26% | 0.66 CHF | 0.71 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 16,117 CHF | 17,158 CHF | 94.20% | 94.20% |
09/07/2024 | 5.93% | 0.62 CHF | 0.66 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 16,410 CHF | 17,412 CHF | 100.00% | 100.00% |
08/07/2024 | 5.92% | 0.66 CHF | 0.70 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 16,902 CHF | 17,933 CHF | 90.51% | 90.51% |
05/07/2024 | 6.43% | 0.64 CHF | 0.68 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 15,507 CHF | 16,536 CHF | 99.62% | 99.62% |
04/07/2024 | 6.58% | 0.59 CHF | 0.63 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 14,708 CHF | 15,708 CHF | 100.00% | 100.00% |
03/07/2024 | 6.89% | 0.57 CHF | 0.61 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 14,075 CHF | 15,079 CHF | 99.73% | 99.73% |
02/07/2024 | 6.06% | 0.51 CHF | 0.54 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 12,644 CHF | 13,436 CHF | 100.00% | 100.00% |