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 | 5.18% | 0.49 CHF | 0.50 CHF | 155,000 | 155,000 | 69,461 | 69,461 | 31,855 CHF | 33,115 CHF | 100.00% | 100.00% |
12/07/2024 | 5.33% | 0.48 CHF | 0.49 CHF | 155,000 | 155,000 | 68,425 | 68,425 | 30,148 CHF | 31,384 CHF | 99.98% | 99.98% |
11/07/2024 | 5.47% | 0.39 CHF | 0.40 CHF | 150,000 | 150,000 | 67,378 | 67,378 | 27,881 CHF | 29,104 CHF | 99.85% | 99.85% |
10/07/2024 | 5.35% | 0.43 CHF | 0.44 CHF | 150,000 | 150,000 | 67,401 | 67,401 | 28,697 CHF | 29,920 CHF | 99.99% | 99.99% |
09/07/2024 | 7.83% | 0.40 CHF | 0.41 CHF | 150,000 | 150,000 | 67,451 | 67,451 | 26,074 CHF | 27,632 CHF | 99.73% | 99.73% |
08/07/2024 | 6.82% | 0.31 CHF | 0.32 CHF | 145,000 | 145,000 | 66,583 | 66,583 | 23,012 CHF | 24,387 CHF | 99.92% | 99.92% |
05/07/2024 | 5.57% | 0.41 CHF | 0.42 CHF | 150,000 | 150,000 | 67,200 | 67,200 | 27,987 CHF | 29,210 CHF | 99.70% | 99.70% |
04/07/2024 | 7.01% | 0.41 CHF | 0.43 CHF | 60,000 | 60,000 | 48,304 | 48,304 | 19,340 CHF | 20,643 CHF | 99.95% | 99.95% |
03/07/2024 | 7.80% | 0.42 CHF | 0.43 CHF | 150,000 | 150,000 | 67,364 | 67,364 | 27,043 CHF | 28,613 CHF | 100.00% | 100.00% |
02/07/2024 | 7.90% | 0.37 CHF | 0.38 CHF | 150,000 | 150,000 | 66,986 | 66,986 | 24,818 CHF | 26,384 CHF | 100.00% | 100.00% |