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 | 4.50% | 0.21 CHF | 0.22 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 97,839 CHF | 34,113 CHF | 99.17% | 99.17% |
12/07/2024 | 4.12% | 0.24 CHF | 0.25 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 107,049 CHF | 37,183 CHF | 99.17% | 99.17% |
11/07/2024 | 4.40% | 0.23 CHF | 0.24 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 100,174 CHF | 34,891 CHF | 99.17% | 99.17% |
10/07/2024 | 4.19% | 0.24 CHF | 0.25 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 105,201 CHF | 36,567 CHF | 99.17% | 99.17% |
09/07/2024 | 4.35% | 0.23 CHF | 0.24 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 101,344 CHF | 35,281 CHF | 99.17% | 99.17% |
08/07/2024 | 4.74% | 0.23 CHF | 0.24 CHF | 450,000 | 150,000 | 450,203 | 150,068 | 93,271 CHF | 32,591 CHF | 99.16% | 99.16% |
05/07/2024 | 5.45% | 0.19 CHF | 0.20 CHF | 450,000 | 150,000 | 474,990 | 158,330 | 84,659 CHF | 29,803 CHF | 98.83% | 98.83% |
04/07/2024 | 6.72% | 0.18 CHF | 0.19 CHF | 450,000 | 150,000 | 557,645 | 185,882 | 80,959 CHF | 28,845 CHF | 99.00% | 99.00% |
03/07/2024 | 13.72% | 0.06 CHF | 0.07 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 51,093 CHF | 19,531 CHF | 99.17% | 99.17% |
02/07/2024 | 15.41% | 0.07 CHF | 0.08 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 45,155 CHF | 17,552 CHF | 99.16% | 99.16% |