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 | 5.52% | 0.19 CHF | 0.20 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 88,178 CHF | 93,178 CHF | 95.22% | 95.22% |
12/07/2024 | 5.55% | 0.18 CHF | 0.19 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 87,594 CHF | 92,594 CHF | 99.01% | 99.01% |
11/07/2024 | 5.38% | 0.19 CHF | 0.20 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 90,428 CHF | 95,428 CHF | 89.99% | 89.99% |
10/07/2024 | 4.70% | 0.20 CHF | 0.21 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 104,016 CHF | 109,016 CHF | 100.00% | 100.00% |
09/07/2024 | 4.79% | 0.21 CHF | 0.22 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 101,999 CHF | 106,999 CHF | 100.00% | 100.00% |
08/07/2024 | 4.65% | 0.21 CHF | 0.22 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 104,967 CHF | 109,967 CHF | 99.71% | 99.71% |
05/07/2024 | 4.63% | 0.22 CHF | 0.23 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 105,481 CHF | 110,481 CHF | 98.81% | 98.81% |
04/07/2024 | 4.62% | 0.21 CHF | 0.22 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 105,767 CHF | 110,767 CHF | 100.00% | 100.00% |
03/07/2024 | - | 0.22 CHF | 0.23 CHF | 250,000 | 250,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
02/07/2024 | 4.33% | 0.22 CHF | 0.23 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 112,896 CHF | 117,896 CHF | 100.00% | 100.00% |