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 | 4.67% | 0.18 CHF | 0.19 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 41,997 CHF | 43,997 CHF | 95.22% | 95.22% |
12/07/2024 | 4.56% | 0.21 CHF | 0.22 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 53,563 CHF | 56,063 CHF | 99.01% | 99.01% |
11/07/2024 | 4.93% | 0.19 CHF | 0.20 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 49,527 CHF | 52,027 CHF | 90.00% | 90.00% |
10/07/2024 | 6.42% | 0.17 CHF | 0.18 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 37,744 CHF | 40,244 CHF | 100.00% | 100.00% |
09/07/2024 | 6.25% | 0.15 CHF | 0.16 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 38,788 CHF | 41,288 CHF | 100.00% | 100.00% |
08/07/2024 | 6.58% | 0.15 CHF | 0.16 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 36,832 CHF | 39,332 CHF | 99.71% | 99.71% |
05/07/2024 | 6.54% | 0.14 CHF | 0.15 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 36,980 CHF | 39,480 CHF | 98.81% | 98.81% |
04/07/2024 | 6.59% | 0.15 CHF | 0.16 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 36,707 CHF | 39,207 CHF | 100.00% | 100.00% |
03/07/2024 | 7.34% | 0.13 CHF | 0.14 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 32,853 CHF | 35,353 CHF | 99.73% | 99.73% |
02/07/2024 | 7.71% | 0.13 CHF | 0.14 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 31,226 CHF | 33,726 CHF | 100.00% | 100.00% |