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 | 12.43% | 0.07 CHF | 0.08 CHF | 675,000 | 350,000 | 666,338 | 344,366 | 50,303 CHF | 29,434 CHF | 100.00% | 100.00% |
12/07/2024 | 12.22% | 0.09 CHF | 0.10 CHF | 575,000 | 300,000 | 651,935 | 340,870 | 50,187 CHF | 29,636 CHF | 98.45% | 98.45% |
11/07/2024 | 9.64% | 0.08 CHF | 0.09 CHF | 600,000 | 300,000 | 507,907 | 400,488 | 50,169 CHF | 44,711 CHF | 98.20% | 98.20% |
10/07/2024 | 2.83% | 0.39 CHF | 0.40 CHF | 150,000 | 150,000 | 157,622 | 157,622 | 54,873 CHF | 56,450 CHF | 99.78% | 99.78% |
09/07/2024 | 3.04% | 0.34 CHF | 0.35 CHF | 175,000 | 175,000 | 172,977 | 172,975 | 56,136 CHF | 57,865 CHF | 100.00% | 100.00% |
08/07/2024 | 3.30% | 0.27 CHF | 0.28 CHF | 200,000 | 200,000 | 177,139 | 177,139 | 52,806 CHF | 54,577 CHF | 98.97% | 98.97% |
05/07/2024 | 3.61% | 0.26 CHF | 0.27 CHF | 200,000 | 200,000 | 197,110 | 197,111 | 53,645 CHF | 55,617 CHF | 100.00% | 100.00% |
04/07/2024 | 3.56% | 0.27 CHF | 0.28 CHF | 200,000 | 200,000 | 194,732 | 194,730 | 53,783 CHF | 55,729 CHF | 98.16% | 98.16% |
03/07/2024 | 3.78% | 0.28 CHF | 0.29 CHF | 200,000 | 200,000 | 200,581 | 200,580 | 52,043 CHF | 54,048 CHF | 100.00% | 100.00% |
02/07/2024 | 4.50% | 0.25 CHF | 0.26 CHF | 225,000 | 225,000 | 243,135 | 243,135 | 52,876 CHF | 55,307 CHF | 100.00% | 100.00% |