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 | 5.59% | 0.24 CHF | 0.25 CHF | 210,000 | 100,000 | 193,182 | 100,000 | 50,866 CHF | 27,946 CHF | 89.97% | 89.97% |
12/07/2024 | 5.82% | 0.25 CHF | 0.26 CHF | 200,000 | 100,000 | 200,924 | 100,000 | 50,239 CHF | 26,509 CHF | 87.00% | 87.00% |
11/07/2024 | 5.62% | 0.25 CHF | 0.27 CHF | 200,000 | 100,000 | 190,972 | 100,000 | 51,057 CHF | 28,348 CHF | 91.64% | 91.64% |
10/07/2024 | 6.17% | 0.24 CHF | 0.25 CHF | 210,000 | 100,000 | 221,085 | 100,000 | 50,573 CHF | 24,348 CHF | 99.39% | 99.39% |
09/07/2024 | 9.37% | 0.22 CHF | 0.23 CHF | 230,000 | 100,000 | 84,263 | 59,456 | 18,453 CHF | 14,238 CHF | 97.90% | 97.90% |
08/07/2024 | 6.70% | 0.21 CHF | 0.23 CHF | 240,000 | 100,000 | 241,122 | 100,000 | 50,417 CHF | 22,388 CHF | 99.80% | 99.80% |
05/07/2024 | 6.94% | 0.19 CHF | 0.20 CHF | 270,000 | 100,000 | 258,236 | 100,000 | 50,599 CHF | 21,063 CHF | 99.53% | 99.53% |
04/07/2024 | 6.03% | 0.22 CHF | 0.24 CHF | 230,000 | 100,000 | 229,246 | 100,000 | 50,567 CHF | 23,447 CHF | 99.58% | 99.58% |
03/07/2024 | 6.50% | 0.20 CHF | 0.22 CHF | 250,000 | 100,000 | 245,127 | 100,000 | 50,401 CHF | 21,981 CHF | 99.50% | 99.50% |
02/07/2024 | 5.74% | 0.23 CHF | 0.25 CHF | 220,000 | 100,000 | 218,694 | 100,000 | 50,424 CHF | 24,494 CHF | 98.29% | 98.29% |