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 | 4.71% | 0.20 CHF | 0.21 CHF | 250,000 | 100,000 | 242,399 | 100,000 | 50,269 CHF | 21,760 CHF | 98.71% | 98.71% |
12/07/2024 | 4.52% | 0.23 CHF | 0.24 CHF | 220,000 | 100,000 | 233,314 | 100,000 | 50,490 CHF | 22,669 CHF | 99.38% | 99.38% |
11/07/2024 | 5.15% | 0.22 CHF | 0.23 CHF | 230,000 | 100,000 | 268,014 | 100,000 | 50,680 CHF | 19,968 CHF | 99.14% | 99.14% |
10/07/2024 | 6.12% | 0.17 CHF | 0.18 CHF | 300,000 | 100,000 | 275,291 | 96,053 | 47,430 CHF | 17,518 CHF | 100.00% | 100.00% |
09/07/2024 | 12.35% | 0.13 CHF | 0.15 CHF | 50,000 | 50,000 | 58,254 | 51,255 | 8,634 CHF | 8,701 CHF | 100.00% | 100.00% |
08/07/2024 | 4.59% | 0.21 CHF | 0.22 CHF | 240,000 | 100,000 | 227,917 | 100,000 | 50,499 CHF | 23,249 CHF | 100.00% | 100.00% |
05/07/2024 | 3.58% | 0.25 CHF | 0.26 CHF | 200,000 | 100,000 | 185,444 | 100,000 | 50,864 CHF | 28,478 CHF | 99.62% | 99.62% |
04/07/2024 | 3.67% | 0.27 CHF | 0.28 CHF | 190,000 | 100,000 | 191,717 | 100,000 | 51,264 CHF | 27,763 CHF | 99.36% | 99.36% |
03/07/2024 | 3.81% | 0.27 CHF | 0.28 CHF | 190,000 | 100,000 | 199,165 | 100,000 | 51,332 CHF | 26,783 CHF | 99.73% | 99.73% |
02/07/2024 | 4.73% | 0.22 CHF | 0.23 CHF | 230,000 | 100,000 | 244,157 | 100,000 | 50,383 CHF | 21,699 CHF | 100.00% | 100.00% |