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 | 5.33% | 0.28 CHF | 0.29 CHF | 152,000 | 152,000 | 68,063 | 68,063 | 19,430 CHF | 20,314 CHF | 100.00% | 100.00% |
12/07/2024 | 4.60% | 0.31 CHF | 0.32 CHF | 153,000 | 153,000 | 69,072 | 69,072 | 22,234 CHF | 23,134 CHF | 100.00% | 100.00% |
11/07/2024 | 4.29% | 0.36 CHF | 0.37 CHF | 155,000 | 155,000 | 69,494 | 69,494 | 25,035 CHF | 25,939 CHF | 100.00% | 100.00% |
10/07/2024 | 5.29% | 0.37 CHF | 0.38 CHF | 154,000 | 154,000 | 67,941 | 67,941 | 22,240 CHF | 23,130 CHF | 100.00% | 100.00% |
09/07/2024 | 6.13% | 0.27 CHF | 0.28 CHF | 150,000 | 150,000 | 67,494 | 67,494 | 17,033 CHF | 17,911 CHF | 100.00% | 100.00% |
08/07/2024 | 7.37% | 0.25 CHF | 0.26 CHF | 150,000 | 150,000 | 67,290 | 67,290 | 15,121 CHF | 16,070 CHF | 100.00% | 100.00% |
05/07/2024 | 6.94% | 0.24 CHF | 0.25 CHF | 149,000 | 149,000 | 67,231 | 67,231 | 16,047 CHF | 16,994 CHF | 100.00% | 100.00% |
04/07/2024 | 6.11% | 0.24 CHF | 0.25 CHF | 60,000 | 60,000 | 48,296 | 48,296 | 11,750 CHF | 12,435 CHF | 100.00% | 100.00% |