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 | 4.25% | 0.21 CHF | 0.22 CHF | 240,000 | 75,000 | 218,692 | 75,000 | 50,351 CHF | 18,113 CHF | 88.82% | 88.82% |
12/07/2024 | 4.30% | 0.25 CHF | 0.26 CHF | 200,000 | 75,000 | 222,111 | 75,000 | 50,494 CHF | 17,858 CHF | 88.13% | 88.13% |
11/07/2024 | 4.98% | 0.23 CHF | 0.24 CHF | 220,000 | 75,000 | 259,225 | 75,000 | 50,693 CHF | 15,492 CHF | 90.85% | 90.85% |
10/07/2024 | 6.13% | 0.16 CHF | 0.17 CHF | 320,000 | 75,000 | 323,454 | 75,000 | 51,149 CHF | 12,621 CHF | 100.00% | 100.00% |
09/07/2024 | 6.16% | 0.15 CHF | 0.16 CHF | 340,000 | 75,000 | 324,341 | 75,000 | 51,019 CHF | 12,587 CHF | 94.95% | 94.95% |
08/07/2024 | 5.97% | 0.16 CHF | 0.17 CHF | 320,000 | 75,000 | 314,841 | 75,000 | 51,133 CHF | 12,943 CHF | 99.31% | 99.31% |
05/07/2024 | 5.17% | 0.17 CHF | 0.18 CHF | 300,000 | 75,000 | 270,323 | 75,000 | 50,947 CHF | 14,921 CHF | 97.54% | 97.54% |
04/07/2024 | 5.39% | 0.19 CHF | 0.20 CHF | 270,000 | 75,000 | 280,637 | 75,000 | 50,643 CHF | 14,296 CHF | 95.45% | 95.45% |
03/07/2024 | 5.74% | 0.17 CHF | 0.18 CHF | 300,000 | 75,000 | 300,589 | 75,000 | 50,828 CHF | 13,469 CHF | 99.89% | 99.89% |
02/07/2024 | 7.21% | 0.14 CHF | 0.15 CHF | 360,000 | 75,000 | 377,794 | 75,000 | 50,532 CHF | 10,805 CHF | 99.90% | 99.90% |