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 | 5.48% | 0.20 CHF | 0.21 CHF | 280,000 | 280,000 | 279,239 | 279,239 | 49,777 CHF | 52,570 CHF | 99.99% | 99.99% |
12/07/2024 | 4.72% | 0.14 CHF | 0.15 CHF | 280,000 | 280,000 | 283,001 | 283,001 | 59,372 CHF | 62,202 CHF | 99.99% | 99.99% |
11/07/2024 | 3.71% | 0.24 CHF | 0.25 CHF | 290,000 | 290,000 | 288,488 | 288,488 | 76,575 CHF | 79,461 CHF | 99.77% | 99.77% |
10/07/2024 | 3.18% | 0.28 CHF | 0.29 CHF | 290,000 | 290,000 | 292,818 | 292,818 | 90,964 CHF | 93,892 CHF | 99.99% | 99.99% |
09/07/2024 | 3.19% | 0.35 CHF | 0.36 CHF | 300,000 | 300,000 | 292,900 | 292,900 | 90,885 CHF | 93,814 CHF | 99.73% | 99.73% |
08/07/2024 | 3.90% | 0.26 CHF | 0.27 CHF | 290,000 | 290,000 | 288,796 | 288,796 | 72,599 CHF | 75,487 CHF | 99.31% | 99.31% |
05/07/2024 | 4.25% | 0.26 CHF | 0.27 CHF | 290,000 | 290,000 | 284,906 | 284,906 | 66,053 CHF | 68,902 CHF | 99.99% | 99.99% |
04/07/2024 | 3.68% | 0.26 CHF | 0.27 CHF | 290,000 | 290,000 | 288,800 | 288,800 | 77,107 CHF | 79,995 CHF | 99.61% | 99.61% |
03/07/2024 | 3.41% | 0.27 CHF | 0.28 CHF | 290,000 | 290,000 | 290,661 | 290,661 | 84,069 CHF | 86,975 CHF | 99.96% | 99.96% |
02/07/2024 | 3.23% | 0.31 CHF | 0.32 CHF | 295,000 | 295,000 | 293,784 | 293,784 | 89,637 CHF | 92,574 CHF | 100.00% | 100.00% |