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 | 4.87% | 0.26 CHF | 0.27 CHF | 200,000 | 100,000 | 187,724 | 100,000 | 51,461 CHF | 28,835 CHF | 89.98% | 89.98% |
12/07/2024 | 5.10% | 0.27 CHF | 0.28 CHF | 190,000 | 100,000 | 192,144 | 100,000 | 51,450 CHF | 28,186 CHF | 87.00% | 87.00% |
11/07/2024 | 5.17% | 0.27 CHF | 0.28 CHF | 190,000 | 100,000 | 184,927 | 100,000 | 51,344 CHF | 29,271 CHF | 91.65% | 91.65% |
10/07/2024 | 5.27% | 0.26 CHF | 0.27 CHF | 200,000 | 100,000 | 200,482 | 100,000 | 50,391 CHF | 26,500 CHF | 99.39% | 99.39% |
09/07/2024 | 8.67% | 0.24 CHF | 0.26 CHF | 210,000 | 100,000 | 79,808 | 59,457 | 19,333 CHF | 15,634 CHF | 97.89% | 97.89% |
08/07/2024 | 5.45% | 0.24 CHF | 0.25 CHF | 210,000 | 100,000 | 213,433 | 100,000 | 50,457 CHF | 24,981 CHF | 100.00% | 100.00% |
05/07/2024 | 5.92% | 0.22 CHF | 0.23 CHF | 230,000 | 100,000 | 224,012 | 100,000 | 50,556 CHF | 23,976 CHF | 99.53% | 99.53% |
04/07/2024 | 5.99% | 0.24 CHF | 0.26 CHF | 210,000 | 100,000 | 207,485 | 100,000 | 50,286 CHF | 25,747 CHF | 99.58% | 99.58% |
03/07/2024 | 6.27% | 0.23 CHF | 0.25 CHF | 220,000 | 100,000 | 220,730 | 100,000 | 50,564 CHF | 24,413 CHF | 99.50% | 99.50% |
02/07/2024 | 4.99% | 0.25 CHF | 0.26 CHF | 200,000 | 100,000 | 203,466 | 100,000 | 50,729 CHF | 26,229 CHF | 97.02% | 97.02% |