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 | 6.77% | 0.13 CHF | 0.14 CHF | 390,000 | 100,000 | 355,065 | 100,000 | 50,685 CHF | 15,305 CHF | 99.76% | 99.76% |
12/07/2024 | 6.29% | 0.15 CHF | 0.16 CHF | 340,000 | 100,000 | 330,468 | 99,965 | 51,042 CHF | 16,465 CHF | 98.93% | 98.93% |
11/07/2024 | 6.22% | 0.18 CHF | 0.19 CHF | 280,000 | 100,000 | 301,446 | 99,069 | 50,525 CHF | 17,694 CHF | 97.80% | 97.80% |
10/07/2024 | 5.24% | 0.17 CHF | 0.18 CHF | 300,000 | 100,000 | 272,960 | 100,000 | 50,707 CHF | 19,643 CHF | 99.99% | 99.99% |
09/07/2024 | 5.07% | 0.20 CHF | 0.21 CHF | 250,000 | 100,000 | 264,114 | 100,000 | 50,766 CHF | 20,246 CHF | 100.00% | 100.00% |
08/07/2024 | 4.88% | 0.19 CHF | 0.20 CHF | 270,000 | 100,000 | 252,418 | 100,000 | 50,432 CHF | 21,016 CHF | 99.93% | 99.93% |
05/07/2024 | 5.16% | 0.19 CHF | 0.20 CHF | 270,000 | 100,000 | 269,805 | 99,969 | 51,073 CHF | 19,934 CHF | 98.92% | 98.92% |
04/07/2024 | 5.12% | 0.19 CHF | 0.20 CHF | 270,000 | 100,000 | 266,418 | 100,000 | 50,690 CHF | 20,067 CHF | 99.14% | 99.14% |
03/07/2024 | 5.02% | 0.18 CHF | 0.19 CHF | 280,000 | 100,000 | 261,169 | 100,000 | 50,706 CHF | 20,443 CHF | 99.40% | 99.40% |
02/07/2024 | 4.39% | 0.21 CHF | 0.22 CHF | 240,000 | 100,000 | 227,038 | 100,000 | 50,544 CHF | 23,296 CHF | 99.98% | 99.98% |