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 | 6.47% | 0.40 CHF | 0.41 CHF | 155,000 | 155,000 | 69,459 | 69,459 | 25,603 CHF | 26,862 CHF | 100.00% | 100.00% |
12/07/2024 | 6.72% | 0.39 CHF | 0.40 CHF | 155,000 | 155,000 | 68,428 | 68,428 | 23,970 CHF | 25,206 CHF | 99.98% | 99.98% |
11/07/2024 | 6.94% | 0.30 CHF | 0.31 CHF | 150,000 | 150,000 | 67,378 | 67,378 | 21,807 CHF | 23,030 CHF | 99.85% | 99.85% |
10/07/2024 | 6.75% | 0.34 CHF | 0.35 CHF | 150,000 | 150,000 | 67,401 | 67,401 | 22,616 CHF | 23,840 CHF | 99.99% | 99.99% |
09/07/2024 | 10.18% | 0.31 CHF | 0.32 CHF | 150,000 | 150,000 | 67,452 | 67,452 | 19,967 CHF | 21,524 CHF | 99.73% | 99.73% |
08/07/2024 | 8.92% | 0.22 CHF | 0.23 CHF | 145,000 | 145,000 | 66,582 | 66,582 | 17,047 CHF | 18,422 CHF | 99.92% | 99.92% |
05/07/2024 | 7.09% | 0.32 CHF | 0.33 CHF | 150,000 | 150,000 | 67,200 | 67,200 | 21,932 CHF | 23,155 CHF | 99.69% | 99.69% |
04/07/2024 | 8.97% | 0.32 CHF | 0.34 CHF | 60,000 | 60,000 | 48,304 | 48,304 | 14,983 CHF | 16,287 CHF | 99.95% | 99.95% |
03/07/2024 | 10.09% | 0.33 CHF | 0.34 CHF | 150,000 | 150,000 | 67,365 | 67,365 | 20,951 CHF | 22,521 CHF | 100.00% | 100.00% |
02/07/2024 | 10.26% | 0.28 CHF | 0.29 CHF | 150,000 | 150,000 | 66,986 | 66,986 | 18,740 CHF | 20,306 CHF | 100.00% | 100.00% |