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 | 4.08% | 0.27 CHF | 0.28 CHF | 190,000 | 50,000 | 209,762 | 50,000 | 50,393 CHF | 12,535 CHF | 99.76% | 99.76% |
12/07/2024 | 4.23% | 0.24 CHF | 0.25 CHF | 210,000 | 50,000 | 218,218 | 49,990 | 50,544 CHF | 12,084 CHF | 97.74% | 97.74% |
11/07/2024 | 5.47% | 0.26 CHF | 0.27 CHF | 200,000 | 50,000 | 203,678 | 47,574 | 47,753 CHF | 11,691 CHF | 96.83% | 96.83% |
10/07/2024 | 4.17% | 0.24 CHF | 0.25 CHF | 210,000 | 50,000 | 215,127 | 50,000 | 50,484 CHF | 12,244 CHF | 100.00% | 100.00% |
09/07/2024 | 4.10% | 0.21 CHF | 0.22 CHF | 240,000 | 50,000 | 210,499 | 50,000 | 50,337 CHF | 12,483 CHF | 100.00% | 100.00% |
08/07/2024 | 3.71% | 0.25 CHF | 0.26 CHF | 200,000 | 50,000 | 194,312 | 50,000 | 51,395 CHF | 13,733 CHF | 100.00% | 100.00% |
05/07/2024 | 3.66% | 0.30 CHF | 0.31 CHF | 170,000 | 50,000 | 192,436 | 49,983 | 51,771 CHF | 13,987 CHF | 90.82% | 90.82% |
04/07/2024 | 3.68% | 0.26 CHF | 0.27 CHF | 200,000 | 50,000 | 192,921 | 50,000 | 51,453 CHF | 13,841 CHF | 94.81% | 94.81% |
03/07/2024 | 3.98% | 0.25 CHF | 0.26 CHF | 200,000 | 50,000 | 205,218 | 50,000 | 50,557 CHF | 12,831 CHF | 98.07% | 98.07% |
02/07/2024 | 4.23% | 0.26 CHF | 0.27 CHF | 200,000 | 50,000 | 218,750 | 50,000 | 50,619 CHF | 12,113 CHF | 99.99% | 99.99% |