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 | 4.72% | 0.22 CHF | 0.23 CHF | 150,000 | 150,000 | 67,636 | 67,636 | 14,455 CHF | 15,135 CHF | 100.00% | 100.00% |
12/07/2024 | 5.70% | 0.19 CHF | 0.20 CHF | 150,000 | 150,000 | 68,340 | 68,340 | 12,261 CHF | 12,948 CHF | 100.00% | 100.00% |
11/07/2024 | 5.87% | 0.18 CHF | 0.19 CHF | 150,000 | 150,000 | 71,876 | 71,876 | 12,325 CHF | 13,047 CHF | 99.98% | 99.98% |
10/07/2024 | 6.11% | 0.16 CHF | 0.17 CHF | 160,000 | 160,000 | 72,244 | 72,244 | 11,611 CHF | 12,337 CHF | 99.90% | 99.90% |
09/07/2024 | 5.80% | 0.16 CHF | 0.17 CHF | 160,000 | 160,000 | 72,034 | 72,034 | 12,308 CHF | 13,033 CHF | 100.00% | 100.00% |
08/07/2024 | 6.22% | 0.17 CHF | 0.18 CHF | 160,000 | 160,000 | 72,115 | 72,115 | 11,858 CHF | 12,583 CHF | 100.00% | 100.00% |
05/07/2024 | 6.38% | 0.15 CHF | 0.16 CHF | 160,000 | 160,000 | 72,236 | 72,236 | 11,173 CHF | 11,899 CHF | 99.90% | 99.90% |
04/07/2024 | 6.14% | 0.16 CHF | 0.17 CHF | 70,000 | 70,000 | 54,047 | 54,047 | 8,541 CHF | 9,081 CHF | 100.00% | 100.00% |
03/07/2024 | 5.87% | 0.17 CHF | 0.18 CHF | 160,000 | 160,000 | 69,674 | 69,674 | 11,758 CHF | 12,458 CHF | 100.00% | 100.00% |
02/07/2024 | 6.36% | 0.17 CHF | 0.18 CHF | 160,000 | 160,000 | 72,156 | 72,156 | 11,458 CHF | 12,183 CHF | 99.99% | 99.99% |