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 | 3.36% | 0.31 CHF | 0.32 CHF | 175,000 | 175,000 | 183,983 | 183,978 | 53,919 CHF | 55,757 CHF | 100.00% | 100.00% |
12/07/2024 | 3.30% | 0.28 CHF | 0.29 CHF | 200,000 | 200,000 | 182,729 | 182,724 | 54,527 CHF | 56,353 CHF | 98.45% | 98.45% |
11/07/2024 | 4.07% | 0.30 CHF | 0.31 CHF | 175,000 | 175,000 | 220,850 | 220,093 | 52,992 CHF | 55,086 CHF | 98.83% | 98.83% |
10/07/2024 | 11.43% | 0.07 CHF | 0.08 CHF | 675,000 | 350,000 | 614,401 | 317,321 | 50,732 CHF | 29,373 CHF | 99.76% | 99.76% |
09/07/2024 | 10.73% | 0.09 CHF | 0.10 CHF | 600,000 | 300,000 | 582,043 | 308,659 | 51,335 CHF | 30,428 CHF | 100.00% | 100.00% |
08/07/2024 | 9.30% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 491,274 | 485,489 | 50,444 CHF | 54,761 CHF | 98.97% | 98.97% |
05/07/2024 | 8.11% | 0.12 CHF | 0.13 CHF | 400,000 | 400,000 | 434,000 | 433,994 | 51,308 CHF | 55,648 CHF | 100.00% | 100.00% |
04/07/2024 | 8.16% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 434,590 | 434,574 | 51,101 CHF | 55,445 CHF | 98.16% | 98.16% |
03/07/2024 | 7.49% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 402,721 | 402,717 | 51,798 CHF | 55,825 CHF | 100.00% | 100.00% |
02/07/2024 | 6.55% | 0.13 CHF | 0.14 CHF | 375,000 | 375,000 | 353,345 | 353,342 | 52,169 CHF | 55,702 CHF | 100.00% | 100.00% |