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 | 14.14% | 0.18 CHF | 0.19 CHF | 250,000 | 250,000 | 191,435 | 191,435 | 32,894 CHF | 37,041 CHF | 85.02% | 85.02% |
12/07/2024 | 4.43% | 0.35 CHF | 0.37 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 85,174 CHF | 89,041 CHF | 99.01% | 99.01% |
11/07/2024 | 4.47% | 0.33 CHF | 0.34 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 81,873 CHF | 85,618 CHF | 91.88% | 91.88% |
10/07/2024 | 5.37% | 0.31 CHF | 0.33 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 76,510 CHF | 80,734 CHF | 100.00% | 100.00% |
09/07/2024 | 4.61% | 0.31 CHF | 0.32 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 80,364 CHF | 84,160 CHF | 100.00% | 100.00% |
08/07/2024 | 4.98% | 0.33 CHF | 0.34 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 82,672 CHF | 86,899 CHF | 100.00% | 100.00% |
05/07/2024 | 4.41% | 0.33 CHF | 0.34 CHF | 250,000 | 250,000 | 248,881 | 248,881 | 88,491 CHF | 92,440 CHF | 98.86% | 98.86% |
04/07/2024 | 5.01% | 0.34 CHF | 0.36 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 84,468 CHF | 88,809 CHF | 100.00% | 100.00% |
03/07/2024 | 4.76% | 0.33 CHF | 0.35 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 81,701 CHF | 85,685 CHF | 99.82% | 99.82% |
02/07/2024 | 5.50% | 0.32 CHF | 0.33 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 76,157 CHF | 80,460 CHF | 100.00% | 100.00% |