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% | 0.35 CHF | 0.37 CHF | 150,000 | 50,000 | 142,410 | 50,000 | 51,193 CHF | 18,957 CHF | 98.72% | 98.72% |
12/07/2024 | 5.25% | 0.38 CHF | 0.39 CHF | 140,000 | 50,000 | 140,015 | 50,000 | 51,270 CHF | 19,296 CHF | 99.38% | 99.38% |
11/07/2024 | 5.34% | 0.36 CHF | 0.38 CHF | 140,000 | 50,000 | 151,816 | 50,000 | 51,546 CHF | 17,930 CHF | 58.98% | 58.98% |
10/07/2024 | 5.35% | 0.34 CHF | 0.35 CHF | 150,000 | 50,000 | 157,444 | 50,000 | 51,430 CHF | 17,232 CHF | 45.60% | 45.60% |
09/07/2024 | 4.54% | 0.31 CHF | 0.33 CHF | 159,005 | 50,000 | 155,015 | 50,000 | 51,239 CHF | 17,301 CHF | 68.18% | 68.18% |
08/07/2024 | 4.73% | 0.35 CHF | 0.37 CHF | 150,000 | 50,000 | 148,703 | 50,000 | 52,064 CHF | 18,358 CHF | 100.00% | 100.00% |
05/07/2024 | 5.41% | 0.35 CHF | 0.37 CHF | 150,000 | 50,000 | 141,845 | 50,000 | 50,776 CHF | 18,899 CHF | 99.62% | 99.62% |
04/07/2024 | 5.21% | 0.35 CHF | 0.37 CHF | 150,000 | 50,000 | 147,434 | 50,000 | 51,847 CHF | 18,531 CHF | 100.00% | 100.00% |
03/07/2024 | 5.82% | 0.34 CHF | 0.35 CHF | 158,609 | 50,000 | 158,639 | 50,000 | 52,293 CHF | 17,469 CHF | 52.24% | 52.24% |
02/07/2024 | 5.15% | 0.31 CHF | 0.33 CHF | 160,577 | 50,000 | 160,183 | 50,000 | 49,935 CHF | 16,411 CHF | 57.28% | 57.28% |