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 | 6.23% | 0.16 CHF | 0.17 CHF | 162,000 | 162,000 | 161,989 | 161,989 | 25,251 CHF | 26,870 CHF | 100.00% | 100.00% |
12/07/2024 | 5.57% | 0.17 CHF | 0.18 CHF | 162,000 | 162,000 | 161,065 | 161,065 | 28,136 CHF | 29,747 CHF | 100.00% | 100.00% |
11/07/2024 | 7.01% | 0.14 CHF | 0.15 CHF | 164,000 | 164,000 | 163,189 | 163,189 | 22,568 CHF | 24,201 CHF | 99.99% | 99.99% |
10/07/2024 | 6.28% | 0.15 CHF | 0.16 CHF | 162,000 | 162,000 | 162,208 | 162,208 | 25,034 CHF | 26,656 CHF | 100.00% | 100.00% |
09/07/2024 | 5.91% | 0.16 CHF | 0.17 CHF | 162,000 | 162,000 | 162,232 | 162,232 | 26,746 CHF | 28,369 CHF | 99.99% | 99.99% |
08/07/2024 | 3.98% | 0.24 CHF | 0.25 CHF | 158,000 | 158,000 | 158,033 | 158,033 | 38,935 CHF | 40,515 CHF | 99.99% | 99.99% |
05/07/2024 | 3.62% | 0.25 CHF | 0.28 CHF | 158,000 | 158,000 | 156,050 | 156,050 | 42,359 CHF | 43,919 CHF | 79.78% | 99.80% |
04/07/2024 | 3.68% | 0.28 CHF | 0.29 CHF | 156,000 | 156,000 | 157,152 | 157,152 | 41,974 CHF | 43,546 CHF | 93.21% | 99.49% |
03/07/2024 | 4.08% | 0.24 CHF | 0.25 CHF | 158,000 | 158,000 | 158,000 | 158,000 | 37,920 CHF | 39,500 CHF | 9.61% | 99.35% |
02/07/2024 | 4.63% | 0.21 CHF | 0.22 CHF | 160,000 | 160,000 | 160,000 | 160,000 | 33,748 CHF | 35,348 CHF | 28.83% | 100.00% |