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 | 3.54% | 0.28 CHF | 0.30 CHF | 150,000 | 150,000 | 83,077 | 83,077 | 23,744 CHF | 24,578 CHF | 100.00% | 100.00% |
12/07/2024 | 4.03% | 0.28 CHF | 0.28 CHF | 150,000 | 150,000 | 83,823 | 83,823 | 21,386 CHF | 22,229 CHF | 99.94% | 99.94% |
11/07/2024 | 4.13% | 0.26 CHF | 0.27 CHF | 160,000 | 160,000 | 89,859 | 89,859 | 22,409 CHF | 23,319 CHF | 99.43% | 99.43% |
10/07/2024 | 4.43% | 0.24 CHF | 0.25 CHF | 180,000 | 180,000 | 96,243 | 96,243 | 22,150 CHF | 23,116 CHF | 99.85% | 99.85% |
09/07/2024 | 4.79% | 0.21 CHF | 0.22 CHF | 180,000 | 180,000 | 102,389 | 102,389 | 21,593 CHF | 22,623 CHF | 99.66% | 99.66% |
08/07/2024 | 4.89% | 0.20 CHF | 0.21 CHF | 180,000 | 180,000 | 102,174 | 102,174 | 21,212 CHF | 22,241 CHF | 100.00% | 100.00% |
05/07/2024 | 4.53% | 0.23 CHF | 0.24 CHF | 180,000 | 180,000 | 102,662 | 102,662 | 22,904 CHF | 23,935 CHF | 99.53% | 99.53% |
04/07/2024 | 4.66% | 0.21 CHF | 0.22 CHF | 90,000 | 90,000 | 84,626 | 84,626 | 17,759 CHF | 18,605 CHF | 98.93% | 98.93% |
03/07/2024 | 5.63% | 0.21 CHF | 0.22 CHF | 200,000 | 200,000 | 104,939 | 104,939 | 19,536 CHF | 20,611 CHF | 98.22% | 98.22% |
02/07/2024 | 6.07% | 0.16 CHF | 0.17 CHF | 210,000 | 210,000 | 118,338 | 118,338 | 19,492 CHF | 20,680 CHF | 100.00% | 100.00% |