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 | 6.77% | 0.24 CHF | 0.25 CHF | 152,000 | 152,000 | 68,065 | 68,065 | 16,305 CHF | 17,257 CHF | 100.00% | 100.00% |
12/07/2024 | 5.33% | 0.26 CHF | 0.27 CHF | 153,000 | 153,000 | 69,075 | 69,075 | 19,023 CHF | 19,923 CHF | 100.00% | 100.00% |
11/07/2024 | 4.91% | 0.32 CHF | 0.33 CHF | 155,000 | 155,000 | 69,457 | 69,457 | 21,828 CHF | 22,731 CHF | 99.95% | 99.95% |
10/07/2024 | 6.24% | 0.33 CHF | 0.34 CHF | 154,000 | 154,000 | 67,997 | 67,997 | 19,143 CHF | 20,033 CHF | 99.71% | 99.71% |
09/07/2024 | 8.09% | 0.22 CHF | 0.23 CHF | 150,000 | 150,000 | 67,494 | 67,494 | 13,928 CHF | 14,878 CHF | 100.00% | 100.00% |
08/07/2024 | 9.19% | 0.20 CHF | 0.21 CHF | 150,000 | 150,000 | 67,291 | 67,291 | 12,085 CHF | 13,033 CHF | 100.00% | 100.00% |
05/07/2024 | 8.56% | 0.19 CHF | 0.20 CHF | 149,000 | 149,000 | 67,232 | 67,232 | 12,972 CHF | 13,920 CHF | 100.00% | 100.00% |
04/07/2024 | 8.54% | 0.20 CHF | 0.21 CHF | 60,000 | 60,000 | 48,296 | 48,296 | 9,556 CHF | 10,381 CHF | 100.00% | 100.00% |
03/07/2024 | 7.51% | 0.19 CHF | 0.20 CHF | 149,000 | 149,000 | 67,183 | 67,183 | 13,850 CHF | 14,797 CHF | 100.00% | 100.00% |
02/07/2024 | 5.16% | 0.26 CHF | 0.27 CHF | 151,000 | 151,000 | 67,832 | 67,832 | 19,406 CHF | 20,288 CHF | 99.94% | 99.94% |