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 | 6.76% | 0.43 CHF | 0.46 CHF | 120,000 | 50,000 | 120,000 | 50,000 | 51,727 CHF | 23,060 CHF | 99.72% | 99.72% |
12/07/2024 | 6.74% | 0.44 CHF | 0.47 CHF | 120,000 | 50,000 | 120,000 | 50,000 | 51,622 CHF | 23,009 CHF | 99.01% | 99.01% |
11/07/2024 | 7.26% | 0.43 CHF | 0.46 CHF | 120,000 | 50,000 | 120,000 | 50,000 | 52,709 CHF | 23,619 CHF | 99.09% | 99.09% |
10/07/2024 | 6.53% | 0.44 CHF | 0.47 CHF | 120,000 | 50,000 | 119,935 | 50,000 | 53,334 CHF | 23,735 CHF | 63.83% | 63.83% |
09/07/2024 | 7.04% | 0.43 CHF | 0.46 CHF | 120,000 | 50,000 | 120,168 | 50,000 | 51,620 CHF | 23,046 CHF | 100.00% | 100.00% |
08/07/2024 | 6.46% | 0.43 CHF | 0.46 CHF | 120,000 | 50,000 | 116,979 | 50,000 | 52,570 CHF | 23,983 CHF | 100.00% | 100.00% |
05/07/2024 | 6.03% | 0.47 CHF | 0.50 CHF | 110,000 | 50,000 | 109,593 | 50,000 | 52,918 CHF | 25,649 CHF | 98.86% | 98.86% |
04/07/2024 | 6.49% | 0.44 CHF | 0.47 CHF | 120,000 | 50,000 | 117,405 | 50,000 | 52,485 CHF | 23,882 CHF | 84.52% | 84.52% |
03/07/2024 | 6.58% | 0.49 CHF | 0.52 CHF | 110,000 | 50,000 | 125,099 | 50,000 | 52,314 CHF | 22,381 CHF | 99.82% | 99.82% |
02/07/2024 | 5.22% | 0.39 CHF | 0.41 CHF | 130,000 | 50,000 | 139,610 | 50,000 | 51,927 CHF | 19,595 CHF | 100.00% | 100.00% |