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 | 5.91% | 0.32 CHF | 0.34 CHF | 160,000 | 25,000 | 158,495 | 25,000 | 52,059 CHF | 8,714 CHF | 98.73% | 98.73% |
12/07/2024 | 5.74% | 0.35 CHF | 0.37 CHF | 150,000 | 25,000 | 149,966 | 25,000 | 51,908 CHF | 9,165 CHF | 99.38% | 99.38% |
11/07/2024 | 5.64% | 0.35 CHF | 0.37 CHF | 150,000 | 25,000 | 146,531 | 25,000 | 51,554 CHF | 9,311 CHF | 99.15% | 99.15% |
10/07/2024 | 5.79% | 0.35 CHF | 0.37 CHF | 150,000 | 25,000 | 154,492 | 25,000 | 51,853 CHF | 8,895 CHF | 100.00% | 100.00% |
09/07/2024 | 5.78% | 0.34 CHF | 0.36 CHF | 150,000 | 25,000 | 146,706 | 25,000 | 51,897 CHF | 9,377 CHF | 100.00% | 100.00% |
08/07/2024 | - | 0.32 CHF | 0.42 CHF | 160,000 | 20,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
05/07/2024 | 5.03% | 0.36 CHF | 0.38 CHF | 140,000 | 25,000 | 138,709 | 25,000 | 51,850 CHF | 9,834 CHF | 95.94% | 95.94% |
04/07/2024 | 5.92% | 0.32 CHF | 0.34 CHF | 160,000 | 25,000 | 161,731 | 25,000 | 52,123 CHF | 8,556 CHF | 100.00% | 100.00% |
03/07/2024 | 6.15% | 0.32 CHF | 0.34 CHF | 160,000 | 25,000 | 168,699 | 25,000 | 51,834 CHF | 8,171 CHF | 99.73% | 99.73% |
02/07/2024 | 6.58% | 0.29 CHF | 0.31 CHF | 180,000 | 25,000 | 179,888 | 25,000 | 51,066 CHF | 7,581 CHF | 100.00% | 100.00% |