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 | 3.38% | 0.31 CHF | 0.32 CHF | 380,000 | 380,000 | 182,042 | 182,042 | 54,414 CHF | 56,241 CHF | 99.06% | 99.06% |
12/07/2024 | 4.00% | 0.30 CHF | 0.31 CHF | 380,000 | 380,000 | 190,724 | 190,724 | 49,839 CHF | 51,755 CHF | 100.00% | 100.00% |
11/07/2024 | 3.42% | 0.27 CHF | 0.28 CHF | 380,000 | 380,000 | 178,890 | 178,890 | 52,807 CHF | 54,612 CHF | 100.00% | 100.00% |
10/07/2024 | 3.37% | 0.31 CHF | 0.32 CHF | 370,000 | 370,000 | 179,325 | 179,325 | 54,217 CHF | 56,022 CHF | 100.00% | 100.00% |
09/07/2024 | 3.21% | 0.28 CHF | 0.28 CHF | 400,000 | 400,000 | 193,042 | 193,042 | 59,545 CHF | 61,486 CHF | 98.65% | 98.65% |
08/07/2024 | 4.48% | 0.26 CHF | 0.27 CHF | 400,000 | 400,000 | 192,767 | 192,767 | 46,111 CHF | 48,070 CHF | 100.00% | 100.00% |
05/07/2024 | 6.12% | 0.19 CHF | 0.20 CHF | 420,000 | 420,000 | 206,056 | 206,056 | 33,939 CHF | 36,007 CHF | 98.97% | 98.97% |
04/07/2024 | 6.00% | 0.16 CHF | 0.17 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 24,237 CHF | 25,737 CHF | 99.44% | 99.44% |
03/07/2024 | 6.39% | 0.16 CHF | 0.17 CHF | 420,000 | 420,000 | 205,571 | 205,571 | 32,013 CHF | 34,077 CHF | 99.64% | 99.64% |
02/07/2024 | 6.66% | 0.15 CHF | 0.16 CHF | 440,000 | 440,000 | 215,750 | 215,750 | 32,428 CHF | 34,593 CHF | 100.00% | 100.00% |