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 | 6.25% | 0.31 CHF | 0.33 CHF | 170,000 | 50,000 | 167,211 | 50,000 | 51,812 CHF | 16,501 CHF | 99.72% | 99.72% |
12/07/2024 | 6.33% | 0.31 CHF | 0.33 CHF | 170,000 | 50,000 | 168,616 | 50,000 | 51,590 CHF | 16,304 CHF | 99.01% | 99.01% |
11/07/2024 | 6.11% | 0.31 CHF | 0.33 CHF | 170,000 | 50,000 | 161,869 | 50,000 | 51,480 CHF | 16,909 CHF | 99.09% | 99.09% |
10/07/2024 | 6.07% | 0.32 CHF | 0.34 CHF | 160,000 | 50,000 | 162,774 | 50,000 | 52,536 CHF | 17,159 CHF | 63.83% | 63.83% |
09/07/2024 | 6.46% | 0.30 CHF | 0.32 CHF | 170,000 | 50,000 | 170,153 | 50,000 | 52,021 CHF | 16,307 CHF | 100.00% | 100.00% |
08/07/2024 | 6.06% | 0.31 CHF | 0.33 CHF | 170,000 | 50,000 | 162,598 | 50,000 | 52,674 CHF | 17,220 CHF | 100.00% | 100.00% |
05/07/2024 | 5.74% | 0.34 CHF | 0.36 CHF | 150,000 | 50,000 | 149,095 | 50,000 | 51,826 CHF | 18,419 CHF | 98.86% | 98.86% |
04/07/2024 | 7.34% | 0.32 CHF | 0.34 CHF | 160,000 | 50,000 | 160,905 | 50,000 | 51,998 CHF | 17,430 CHF | 100.00% | 100.00% |
03/07/2024 | 6.58% | 0.35 CHF | 0.37 CHF | 150,000 | 50,000 | 177,181 | 50,000 | 52,124 CHF | 15,746 CHF | 99.82% | 99.82% |
02/07/2024 | 7.37% | 0.28 CHF | 0.30 CHF | 180,000 | 50,000 | 197,833 | 50,000 | 51,677 CHF | 14,066 CHF | 100.00% | 100.00% |