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 | 3.81% | 0.26 CHF | 0.27 CHF | 200,000 | 100,000 | 199,766 | 100,000 | 51,406 CHF | 26,734 CHF | 99.75% | 99.75% |
12/07/2024 | 3.88% | 0.26 CHF | 0.27 CHF | 200,000 | 100,000 | 199,720 | 99,965 | 50,678 CHF | 26,373 CHF | 98.93% | 98.93% |
11/07/2024 | 4.38% | 0.27 CHF | 0.28 CHF | 190,000 | 100,000 | 209,214 | 99,069 | 50,212 CHF | 25,019 CHF | 97.77% | 97.77% |
10/07/2024 | 4.28% | 0.21 CHF | 0.22 CHF | 240,000 | 100,000 | 220,834 | 100,000 | 50,544 CHF | 23,917 CHF | 99.99% | 99.99% |
09/07/2024 | 4.22% | 0.23 CHF | 0.24 CHF | 220,000 | 100,000 | 217,871 | 100,000 | 50,552 CHF | 24,213 CHF | 100.00% | 100.00% |
08/07/2024 | 3.85% | 0.24 CHF | 0.25 CHF | 210,000 | 100,000 | 199,739 | 100,000 | 50,875 CHF | 26,480 CHF | 100.00% | 100.00% |
05/07/2024 | 4.18% | 0.24 CHF | 0.25 CHF | 210,000 | 100,000 | 214,998 | 99,972 | 50,476 CHF | 24,487 CHF | 98.88% | 98.88% |
04/07/2024 | 4.55% | 0.22 CHF | 0.23 CHF | 230,000 | 100,000 | 235,162 | 100,000 | 50,527 CHF | 22,520 CHF | 97.76% | 97.76% |
03/07/2024 | 5.00% | 0.22 CHF | 0.23 CHF | 230,000 | 100,000 | 260,865 | 100,000 | 50,849 CHF | 20,582 CHF | 99.42% | 99.42% |
02/07/2024 | 5.29% | 0.19 CHF | 0.20 CHF | 270,000 | 100,000 | 275,745 | 100,000 | 50,784 CHF | 19,426 CHF | 99.99% | 99.99% |