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 | 6.81% | 0.20 CHF | 0.21 CHF | 250,000 | 50,000 | 131,019 | 36,743 | 26,360 CHF | 7,977 CHF | 96.12% | 96.12% |
12/07/2024 | 5.28% | 0.20 CHF | 0.21 CHF | 250,000 | 50,000 | 274,869 | 50,000 | 50,702 CHF | 9,731 CHF | 81.74% | 81.74% |
11/07/2024 | 5.16% | 0.19 CHF | 0.20 CHF | 270,000 | 50,000 | 271,019 | 50,000 | 51,190 CHF | 9,946 CHF | 83.80% | 83.80% |
10/07/2024 | 4.44% | 0.19 CHF | 0.20 CHF | 270,000 | 50,000 | 229,666 | 50,000 | 50,601 CHF | 11,557 CHF | 98.55% | 98.55% |
09/07/2024 | 4.06% | 0.25 CHF | 0.26 CHF | 200,000 | 50,000 | 208,531 | 50,000 | 50,355 CHF | 12,582 CHF | 100.00% | 100.00% |
08/07/2024 | 4.20% | 0.24 CHF | 0.25 CHF | 210,000 | 50,000 | 216,849 | 50,000 | 50,518 CHF | 12,158 CHF | 100.00% | 100.00% |
05/07/2024 | 4.00% | 0.25 CHF | 0.26 CHF | 200,000 | 50,000 | 206,056 | 50,000 | 50,507 CHF | 12,771 CHF | 98.87% | 98.87% |
04/07/2024 | 6.00% | 0.27 CHF | 0.28 CHF | 190,000 | 50,000 | 37,171 | 26,857 | 9,827 CHF | 7,453 CHF | 100.00% | 100.00% |
03/07/2024 | 6.01% | 0.26 CHF | 0.27 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 6,600 CHF | 7,010 CHF | 99.73% | 99.73% |
02/07/2024 | 5.99% | 0.25 CHF | 0.27 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 6,620 CHF | 7,028 CHF | 97.19% | 97.19% |