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 | 5.45% | 0.32 CHF | 0.33 CHF | 176,000 | 176,000 | 78,902 | 78,902 | 25,371 CHF | 26,566 CHF | 100.00% | 100.00% |
12/07/2024 | 5.73% | 0.32 CHF | 0.33 CHF | 176,000 | 176,000 | 78,924 | 78,924 | 24,540 CHF | 25,735 CHF | 100.00% | 100.00% |
11/07/2024 | 6.14% | 0.29 CHF | 0.30 CHF | 178,000 | 178,000 | 80,017 | 80,017 | 22,910 CHF | 24,123 CHF | 99.82% | 99.82% |
10/07/2024 | 6.07% | 0.27 CHF | 0.28 CHF | 178,000 | 178,000 | 80,070 | 80,070 | 22,433 CHF | 23,648 CHF | 100.00% | 100.00% |
09/07/2024 | 5.86% | 0.29 CHF | 0.30 CHF | 178,000 | 178,000 | 79,280 | 79,280 | 23,310 CHF | 24,509 CHF | 99.76% | 99.76% |
08/07/2024 | 5.37% | 0.30 CHF | 0.31 CHF | 176,000 | 176,000 | 78,684 | 78,684 | 24,871 CHF | 26,062 CHF | 100.00% | 100.00% |
05/07/2024 | 5.55% | 0.30 CHF | 0.31 CHF | 176,000 | 176,000 | 78,652 | 78,652 | 24,390 CHF | 25,583 CHF | 99.70% | 99.70% |
04/07/2024 | 6.06% | 0.32 CHF | 0.34 CHF | 70,000 | 70,000 | 56,627 | 56,627 | 18,109 CHF | 19,241 CHF | 100.00% | 100.00% |
03/07/2024 | 5.62% | 0.32 CHF | 0.33 CHF | 174,000 | 174,000 | 78,646 | 78,646 | 24,742 CHF | 25,935 CHF | 100.00% | 100.00% |
02/07/2024 | 5.61% | 0.30 CHF | 0.31 CHF | 176,000 | 176,000 | 78,603 | 78,603 | 24,376 CHF | 25,566 CHF | 100.00% | 100.00% |