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 | 6.26% | 0.24 CHF | 0.26 CHF | 210,000 | 25,000 | 198,203 | 25,000 | 51,164 CHF | 6,878 CHF | 98.73% | 98.73% |
12/07/2024 | 6.33% | 0.25 CHF | 0.26 CHF | 200,000 | 25,000 | 211,493 | 25,000 | 50,333 CHF | 6,352 CHF | 99.38% | 99.38% |
11/07/2024 | 5.24% | 0.29 CHF | 0.31 CHF | 180,000 | 25,000 | 173,750 | 25,000 | 51,413 CHF | 7,807 CHF | 99.14% | 99.14% |
10/07/2024 | 5.53% | 0.29 CHF | 0.31 CHF | 180,000 | 25,000 | 182,069 | 25,000 | 50,767 CHF | 7,370 CHF | 100.00% | 100.00% |
09/07/2024 | 5.54% | 0.25 CHF | 0.27 CHF | 200,000 | 25,000 | 179,446 | 25,000 | 51,281 CHF | 7,571 CHF | 99.96% | 99.96% |
08/07/2024 | 5.58% | 0.25 CHF | 0.27 CHF | 200,000 | 25,000 | 180,712 | 25,000 | 51,418 CHF | 7,533 CHF | 99.79% | 99.79% |
05/07/2024 | 4.03% | 0.37 CHF | 0.39 CHF | 140,000 | 25,000 | 136,674 | 25,000 | 52,154 CHF | 9,940 CHF | 99.62% | 99.62% |
04/07/2024 | 3.88% | 0.44 CHF | 0.46 CHF | 120,000 | 25,000 | 116,818 | 25,000 | 51,929 CHF | 11,564 CHF | 100.00% | 100.00% |
03/07/2024 | 3.87% | 0.45 CHF | 0.47 CHF | 120,000 | 25,000 | 119,701 | 25,000 | 52,264 CHF | 11,378 CHF | 99.49% | 99.49% |
02/07/2024 | 4.12% | 0.38 CHF | 0.40 CHF | 140,000 | 25,000 | 138,022 | 25,000 | 52,280 CHF | 9,873 CHF | 100.00% | 100.00% |