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 | 4.56% | 0.21 CHF | 0.22 CHF | 240,000 | 100,000 | 235,387 | 100,000 | 50,487 CHF | 22,461 CHF | 99.76% | 99.76% |
12/07/2024 | 4.70% | 0.22 CHF | 0.23 CHF | 230,000 | 100,000 | 241,134 | 99,965 | 50,270 CHF | 21,870 CHF | 98.93% | 98.93% |
11/07/2024 | 5.41% | 0.23 CHF | 0.24 CHF | 220,000 | 100,000 | 257,606 | 99,067 | 49,965 CHF | 20,547 CHF | 97.59% | 97.59% |
10/07/2024 | 5.26% | 0.17 CHF | 0.18 CHF | 300,000 | 100,000 | 275,218 | 100,000 | 50,930 CHF | 19,552 CHF | 99.99% | 99.99% |
09/07/2024 | 5.19% | 0.19 CHF | 0.20 CHF | 270,000 | 100,000 | 271,684 | 100,000 | 51,033 CHF | 19,794 CHF | 100.00% | 100.00% |
08/07/2024 | 4.63% | 0.20 CHF | 0.21 CHF | 250,000 | 100,000 | 239,065 | 100,000 | 50,397 CHF | 22,093 CHF | 100.00% | 100.00% |
05/07/2024 | 5.12% | 0.19 CHF | 0.20 CHF | 270,000 | 100,000 | 267,235 | 99,972 | 50,990 CHF | 20,091 CHF | 98.85% | 98.85% |
04/07/2024 | 5.66% | 0.18 CHF | 0.19 CHF | 280,000 | 100,000 | 295,734 | 100,000 | 50,748 CHF | 18,214 CHF | 99.14% | 99.14% |
03/07/2024 | 6.38% | 0.17 CHF | 0.18 CHF | 300,000 | 100,000 | 334,945 | 100,000 | 50,826 CHF | 16,269 CHF | 99.42% | 99.42% |
02/07/2024 | 7.42% | 0.13 CHF | 0.14 CHF | 390,000 | 100,000 | 390,552 | 100,000 | 50,659 CHF | 13,980 CHF | 99.96% | 99.96% |