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 | 6.08% | 0.17 CHF | 0.18 CHF | 300,000 | 300,000 | 327,755 | 327,755 | 52,229 CHF | 55,506 CHF | 100.00% | 100.00% |
12/07/2024 | 6.49% | 0.14 CHF | 0.15 CHF | 375,000 | 375,000 | 351,589 | 351,589 | 52,392 CHF | 55,908 CHF | 99.68% | 99.68% |
11/07/2024 | 5.62% | 0.16 CHF | 0.17 CHF | 300,000 | 300,000 | 300,042 | 300,042 | 51,922 CHF | 54,922 CHF | 87.95% | 87.95% |
10/07/2024 | 4.92% | 0.19 CHF | 0.20 CHF | 275,000 | 275,000 | 258,267 | 258,267 | 51,256 CHF | 53,838 CHF | 96.09% | 96.09% |
09/07/2024 | 5.08% | 0.21 CHF | 0.22 CHF | 250,000 | 250,000 | 271,451 | 271,451 | 52,077 CHF | 54,792 CHF | 99.66% | 99.66% |
08/07/2024 | 5.51% | 0.19 CHF | 0.20 CHF | 300,000 | 300,000 | 301,566 | 301,566 | 53,294 CHF | 56,310 CHF | 99.84% | 99.84% |
05/07/2024 | 5.66% | 0.18 CHF | 0.19 CHF | 300,000 | 300,000 | 300,258 | 300,258 | 51,536 CHF | 54,538 CHF | 100.00% | 100.00% |
04/07/2024 | 5.60% | 0.18 CHF | 0.19 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 52,132 CHF | 55,132 CHF | 100.00% | 100.00% |
03/07/2024 | 5.65% | 0.17 CHF | 0.18 CHF | 300,000 | 300,000 | 305,060 | 305,060 | 52,479 CHF | 55,530 CHF | 99.22% | 99.22% |
02/07/2024 | 5.03% | 0.19 CHF | 0.20 CHF | 275,000 | 275,000 | 266,335 | 266,335 | 51,575 CHF | 54,238 CHF | 99.66% | 99.66% |