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 | 3.43% | 0.46 CHF | 0.47 CHF | 190,000 | 190,000 | 93,568 | 93,568 | 41,274 CHF | 42,564 CHF | 99.06% | 99.06% |
12/07/2024 | 4.44% | 0.44 CHF | 0.45 CHF | 190,000 | 190,000 | 96,423 | 96,423 | 35,596 CHF | 36,934 CHF | 100.00% | 100.00% |
11/07/2024 | 3.49% | 0.38 CHF | 0.39 CHF | 200,000 | 200,000 | 94,027 | 94,027 | 40,284 CHF | 41,585 CHF | 99.99% | 99.99% |
10/07/2024 | 3.48% | 0.44 CHF | 0.45 CHF | 190,000 | 190,000 | 93,152 | 93,152 | 40,489 CHF | 41,778 CHF | 100.00% | 100.00% |
09/07/2024 | 3.24% | 0.38 CHF | 0.39 CHF | 200,000 | 200,000 | 95,319 | 95,319 | 42,120 CHF | 43,428 CHF | 98.82% | 98.82% |
08/07/2024 | 5.30% | 0.34 CHF | 0.35 CHF | 200,000 | 200,000 | 97,420 | 97,420 | 30,168 CHF | 31,523 CHF | 100.00% | 100.00% |
05/07/2024 | 9.63% | 0.21 CHF | 0.22 CHF | 210,000 | 210,000 | 103,016 | 103,016 | 16,234 CHF | 17,657 CHF | 98.96% | 98.96% |
04/07/2024 | 9.72% | 0.15 CHF | 0.16 CHF | 74,000 | 74,000 | 74,000 | 74,000 | 11,028 CHF | 12,163 CHF | 99.44% | 99.44% |
03/07/2024 | 10.58% | 0.14 CHF | 0.15 CHF | 210,000 | 210,000 | 103,139 | 103,139 | 14,102 CHF | 15,530 CHF | 99.64% | 99.64% |
02/07/2024 | 13.05% | 0.12 CHF | 0.13 CHF | 220,000 | 220,000 | 106,685 | 106,685 | 12,112 CHF | 13,590 CHF | 100.00% | 100.00% |