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 | 8.73% | 0.20 CHF | 0.22 CHF | 250,000 | 75,000 | 214,934 | 75,000 | 50,326 CHF | 19,243 CHF | 95.22% | 95.22% |
12/07/2024 | 8.57% | 0.23 CHF | 0.25 CHF | 220,000 | 75,000 | 209,468 | 75,000 | 50,342 CHF | 19,654 CHF | 99.01% | 99.01% |
11/07/2024 | 8.92% | 0.21 CHF | 0.23 CHF | 240,000 | 75,000 | 225,640 | 75,000 | 50,535 CHF | 18,395 CHF | 89.99% | 89.99% |
10/07/2024 | 12.76% | 0.18 CHF | 0.20 CHF | 280,000 | 75,000 | 325,540 | 75,000 | 51,047 CHF | 13,396 CHF | 100.00% | 100.00% |
09/07/2024 | 11.70% | 0.16 CHF | 0.18 CHF | 320,000 | 75,000 | 309,507 | 75,000 | 51,089 CHF | 13,931 CHF | 100.00% | 100.00% |
08/07/2024 | 12.36% | 0.16 CHF | 0.18 CHF | 320,000 | 75,000 | 326,894 | 75,000 | 51,050 CHF | 13,285 CHF | 99.71% | 99.71% |
05/07/2024 | 12.23% | 0.14 CHF | 0.17 CHF | 360,000 | 75,000 | 325,683 | 75,000 | 51,111 CHF | 13,318 CHF | 97.38% | 97.38% |
04/07/2024 | 12.56% | 0.16 CHF | 0.18 CHF | 320,000 | 75,000 | 329,528 | 75,000 | 51,057 CHF | 13,198 CHF | 100.00% | 100.00% |
03/07/2024 | 13.99% | 0.13 CHF | 0.15 CHF | 390,000 | 75,000 | 369,289 | 75,000 | 50,493 CHF | 11,810 CHF | 99.73% | 99.73% |
02/07/2024 | 14.72% | 0.14 CHF | 0.16 CHF | 360,000 | 75,000 | 386,742 | 75,000 | 50,618 CHF | 11,391 CHF | 100.00% | 100.00% |