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 | 5.57% | 0.17 CHF | 0.18 CHF | 300,000 | 100,000 | 290,541 | 100,000 | 50,708 CHF | 18,473 CHF | 99.76% | 99.76% |
12/07/2024 | 5.78% | 0.18 CHF | 0.19 CHF | 280,000 | 100,000 | 302,073 | 99,965 | 50,903 CHF | 17,891 CHF | 98.93% | 98.93% |
11/07/2024 | 6.79% | 0.19 CHF | 0.20 CHF | 270,000 | 100,000 | 325,609 | 99,067 | 49,977 CHF | 16,605 CHF | 97.59% | 97.59% |
10/07/2024 | 6.66% | 0.13 CHF | 0.14 CHF | 390,000 | 100,000 | 350,195 | 100,000 | 50,865 CHF | 15,581 CHF | 99.99% | 99.99% |
09/07/2024 | 6.54% | 0.15 CHF | 0.16 CHF | 340,000 | 100,000 | 343,793 | 100,000 | 50,870 CHF | 15,810 CHF | 100.00% | 100.00% |
08/07/2024 | 5.69% | 0.16 CHF | 0.17 CHF | 320,000 | 100,000 | 297,881 | 100,000 | 50,894 CHF | 18,106 CHF | 100.00% | 100.00% |
05/07/2024 | 6.04% | 0.16 CHF | 0.17 CHF | 320,000 | 100,000 | 317,673 | 99,969 | 51,130 CHF | 17,106 CHF | 98.87% | 98.87% |
04/07/2024 | 6.82% | 0.15 CHF | 0.16 CHF | 340,000 | 100,000 | 358,130 | 100,000 | 50,733 CHF | 15,222 CHF | 99.16% | 99.16% |
03/07/2024 | 7.90% | 0.14 CHF | 0.15 CHF | 360,000 | 100,000 | 415,851 | 100,000 | 50,550 CHF | 13,273 CHF | 99.42% | 99.42% |
02/07/2024 | 8.71% | 0.11 CHF | 0.12 CHF | 460,000 | 100,000 | 460,530 | 100,000 | 50,543 CHF | 11,985 CHF | 99.97% | 99.97% |