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 | 7.28% | 0.16 CHF | 0.18 CHF | 320,000 | 50,000 | 265,734 | 50,000 | 50,538 CHF | 10,280 CHF | 97.10% | 97.10% |
12/07/2024 | 7.54% | 0.19 CHF | 0.21 CHF | 270,000 | 50,000 | 281,945 | 50,000 | 50,733 CHF | 9,713 CHF | 94.50% | 94.50% |
11/07/2024 | 7.69% | 0.20 CHF | 0.22 CHF | 250,000 | 50,000 | 276,397 | 50,000 | 50,702 CHF | 9,958 CHF | 98.99% | 98.99% |
10/07/2024 | 7.63% | 0.17 CHF | 0.18 CHF | 300,000 | 50,000 | 314,776 | 50,000 | 51,107 CHF | 8,773 CHF | 100.00% | 100.00% |
09/07/2024 | 8.27% | 0.16 CHF | 0.18 CHF | 320,000 | 50,000 | 295,507 | 50,000 | 50,876 CHF | 9,371 CHF | 100.00% | 100.00% |
08/07/2024 | 6.31% | 0.19 CHF | 0.20 CHF | 270,000 | 50,000 | 248,725 | 50,000 | 50,357 CHF | 10,803 CHF | 100.00% | 100.00% |
05/07/2024 | 6.59% | 0.20 CHF | 0.21 CHF | 250,000 | 50,000 | 243,837 | 50,000 | 50,447 CHF | 11,071 CHF | 98.87% | 98.87% |
04/07/2024 | 5.38% | 0.27 CHF | 0.28 CHF | 190,000 | 50,000 | 196,940 | 50,000 | 51,281 CHF | 13,759 CHF | 100.00% | 100.00% |
03/07/2024 | 5.56% | 0.25 CHF | 0.26 CHF | 200,000 | 50,000 | 212,594 | 50,000 | 50,419 CHF | 12,549 CHF | 99.73% | 99.73% |
02/07/2024 | 6.10% | 0.24 CHF | 0.25 CHF | 210,000 | 50,000 | 226,094 | 50,000 | 50,484 CHF | 11,900 CHF | 99.94% | 99.94% |