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 | 5.14% | 0.18 CHF | 0.19 CHF | 280,000 | 100,000 | 269,169 | 100,000 | 51,000 CHF | 19,966 CHF | 99.75% | 99.75% |
12/07/2024 | 4.85% | 0.20 CHF | 0.21 CHF | 250,000 | 100,000 | 249,326 | 99,965 | 50,310 CHF | 21,200 CHF | 98.93% | 98.93% |
11/07/2024 | 4.87% | 0.23 CHF | 0.24 CHF | 220,000 | 100,000 | 230,675 | 99,065 | 49,862 CHF | 22,474 CHF | 97.31% | 97.31% |
10/07/2024 | 4.17% | 0.22 CHF | 0.23 CHF | 230,000 | 100,000 | 214,950 | 100,000 | 50,410 CHF | 24,505 CHF | 99.99% | 99.99% |
09/07/2024 | 4.28% | 0.24 CHF | 0.25 CHF | 210,000 | 100,000 | 221,197 | 100,000 | 50,581 CHF | 23,880 CHF | 100.00% | 100.00% |
08/07/2024 | 3.95% | 0.24 CHF | 0.25 CHF | 210,000 | 100,000 | 203,321 | 100,000 | 50,400 CHF | 25,805 CHF | 100.00% | 100.00% |
05/07/2024 | 4.19% | 0.24 CHF | 0.25 CHF | 210,000 | 100,000 | 215,412 | 99,972 | 50,491 CHF | 24,445 CHF | 98.90% | 98.90% |
04/07/2024 | 4.12% | 0.23 CHF | 0.24 CHF | 220,000 | 100,000 | 211,772 | 100,000 | 50,395 CHF | 24,823 CHF | 97.07% | 97.07% |
03/07/2024 | 4.22% | 0.22 CHF | 0.23 CHF | 230,000 | 100,000 | 217,732 | 100,000 | 50,531 CHF | 24,227 CHF | 99.36% | 99.36% |
02/07/2024 | 3.91% | 0.24 CHF | 0.25 CHF | 210,000 | 100,000 | 203,328 | 100,000 | 50,971 CHF | 26,090 CHF | 93.53% | 93.53% |