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 | 2.42% | 0.41 CHF | 0.42 CHF | 125,000 | 125,000 | 128,757 | 128,759 | 52,556 CHF | 53,845 CHF | 100.00% | 100.00% |
12/07/2024 | 2.71% | 0.37 CHF | 0.38 CHF | 150,000 | 150,000 | 146,580 | 146,582 | 53,377 CHF | 54,843 CHF | 98.42% | 98.42% |
11/07/2024 | 6.64% | 0.19 CHF | 0.20 CHF | 300,000 | 300,000 | 361,562 | 361,563 | 52,660 CHF | 56,275 CHF | 93.69% | 93.69% |
10/07/2024 | 7.14% | 0.14 CHF | 0.15 CHF | 375,000 | 375,000 | 386,326 | 386,325 | 52,214 CHF | 56,078 CHF | 99.80% | 99.80% |
09/07/2024 | 6.35% | 0.14 CHF | 0.15 CHF | 350,000 | 350,000 | 342,902 | 342,901 | 52,317 CHF | 55,746 CHF | 100.00% | 100.00% |
08/07/2024 | 6.34% | 0.16 CHF | 0.17 CHF | 325,000 | 325,000 | 337,048 | 337,046 | 51,421 CHF | 54,791 CHF | 98.97% | 98.97% |
05/07/2024 | 5.47% | 0.16 CHF | 0.17 CHF | 325,000 | 325,000 | 301,053 | 301,054 | 53,576 CHF | 56,587 CHF | 100.00% | 100.00% |
04/07/2024 | 6.05% | 0.17 CHF | 0.18 CHF | 325,000 | 325,000 | 323,076 | 323,076 | 51,809 CHF | 55,040 CHF | 98.16% | 98.16% |
03/07/2024 | 6.27% | 0.16 CHF | 0.17 CHF | 350,000 | 350,000 | 337,204 | 337,199 | 52,085 CHF | 55,457 CHF | 100.00% | 100.00% |
02/07/2024 | 5.58% | 0.17 CHF | 0.18 CHF | 275,000 | 275,000 | 297,029 | 297,028 | 51,809 CHF | 54,779 CHF | 100.00% | 100.00% |