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 | 3.63% | 0.27 CHF | 0.28 CHF | 190,000 | 100,000 | 189,099 | 100,000 | 51,192 CHF | 28,090 CHF | 99.75% | 99.75% |
12/07/2024 | 3.71% | 0.28 CHF | 0.29 CHF | 180,000 | 100,000 | 194,588 | 99,965 | 51,583 CHF | 27,528 CHF | 98.93% | 98.93% |
11/07/2024 | 4.16% | 0.28 CHF | 0.29 CHF | 180,000 | 100,000 | 198,589 | 99,069 | 50,251 CHF | 26,295 CHF | 97.80% | 97.80% |
10/07/2024 | 4.06% | 0.23 CHF | 0.24 CHF | 220,000 | 100,000 | 208,705 | 100,000 | 50,362 CHF | 25,161 CHF | 99.99% | 99.99% |
09/07/2024 | 3.99% | 0.24 CHF | 0.25 CHF | 210,000 | 100,000 | 204,517 | 100,000 | 50,189 CHF | 25,552 CHF | 100.00% | 100.00% |
08/07/2024 | 3.66% | 0.26 CHF | 0.27 CHF | 200,000 | 100,000 | 191,774 | 100,000 | 51,391 CHF | 27,819 CHF | 100.00% | 100.00% |
05/07/2024 | 3.97% | 0.25 CHF | 0.26 CHF | 200,000 | 100,000 | 203,007 | 99,969 | 50,259 CHF | 25,762 CHF | 98.81% | 98.81% |
04/07/2024 | 4.24% | 0.24 CHF | 0.25 CHF | 210,000 | 100,000 | 218,853 | 100,000 | 50,514 CHF | 24,115 CHF | 89.18% | 89.18% |
03/07/2024 | 4.67% | 0.23 CHF | 0.24 CHF | 220,000 | 100,000 | 240,588 | 100,000 | 50,309 CHF | 21,989 CHF | 99.42% | 99.42% |
02/07/2024 | 4.93% | 0.20 CHF | 0.21 CHF | 250,000 | 100,000 | 254,119 | 100,000 | 50,275 CHF | 20,797 CHF | 99.91% | 99.91% |