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 | 4.30% | 0.24 CHF | 0.25 CHF | 380,000 | 380,000 | 189,724 | 189,724 | 44,381 CHF | 46,286 CHF | 99.05% | 99.05% |
12/07/2024 | 5.16% | 0.23 CHF | 0.24 CHF | 380,000 | 380,000 | 190,725 | 190,725 | 38,558 CHF | 40,474 CHF | 100.00% | 100.00% |
11/07/2024 | 4.34% | 0.21 CHF | 0.22 CHF | 400,000 | 400,000 | 190,765 | 190,765 | 44,097 CHF | 46,022 CHF | 99.99% | 99.99% |
10/07/2024 | 4.26% | 0.24 CHF | 0.25 CHF | 380,000 | 380,000 | 188,663 | 188,663 | 44,849 CHF | 46,747 CHF | 100.00% | 100.00% |
09/07/2024 | 4.05% | 0.22 CHF | 0.23 CHF | 400,000 | 400,000 | 192,969 | 192,969 | 46,954 CHF | 48,895 CHF | 98.75% | 98.75% |
08/07/2024 | 5.78% | 0.20 CHF | 0.21 CHF | 400,000 | 400,000 | 192,767 | 192,767 | 35,691 CHF | 37,650 CHF | 100.00% | 100.00% |
05/07/2024 | 8.14% | 0.14 CHF | 0.15 CHF | 420,000 | 420,000 | 206,055 | 206,055 | 25,260 CHF | 27,327 CHF | 98.97% | 98.97% |
04/07/2024 | 8.01% | 0.12 CHF | 0.13 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 17,971 CHF | 19,471 CHF | 99.44% | 99.44% |
03/07/2024 | 8.53% | 0.12 CHF | 0.13 CHF | 420,000 | 420,000 | 205,629 | 205,629 | 23,711 CHF | 25,775 CHF | 99.64% | 99.64% |
02/07/2024 | 8.87% | 0.11 CHF | 0.12 CHF | 440,000 | 440,000 | 215,751 | 215,751 | 24,055 CHF | 26,220 CHF | 100.00% | 100.00% |