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 | 5.48% | 0.19 CHF | 0.20 CHF | 380,000 | 380,000 | 189,732 | 189,732 | 34,650 CHF | 36,554 CHF | 99.07% | 99.07% |
12/07/2024 | 6.66% | 0.18 CHF | 0.19 CHF | 380,000 | 380,000 | 190,724 | 190,724 | 29,715 CHF | 31,631 CHF | 100.00% | 100.00% |
11/07/2024 | 5.52% | 0.16 CHF | 0.17 CHF | 400,000 | 400,000 | 190,746 | 190,746 | 34,400 CHF | 36,325 CHF | 99.98% | 99.98% |
10/07/2024 | 5.39% | 0.19 CHF | 0.20 CHF | 380,000 | 380,000 | 188,664 | 188,664 | 35,171 CHF | 37,070 CHF | 100.00% | 100.00% |
09/07/2024 | 5.10% | 0.17 CHF | 0.18 CHF | 400,000 | 400,000 | 192,928 | 192,928 | 36,974 CHF | 38,914 CHF | 98.82% | 98.82% |
08/07/2024 | 7.46% | 0.16 CHF | 0.17 CHF | 400,000 | 400,000 | 192,765 | 192,765 | 27,483 CHF | 29,442 CHF | 100.00% | 100.00% |
05/07/2024 | 10.85% | 0.11 CHF | 0.12 CHF | 420,000 | 420,000 | 206,061 | 206,061 | 18,711 CHF | 20,778 CHF | 98.96% | 98.96% |
04/07/2024 | 10.71% | 0.09 CHF | 0.10 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 13,258 CHF | 14,758 CHF | 99.44% | 99.44% |
03/07/2024 | 11.38% | 0.09 CHF | 0.10 CHF | 420,000 | 420,000 | 205,631 | 205,631 | 17,484 CHF | 19,548 CHF | 99.64% | 99.64% |
02/07/2024 | 11.80% | 0.08 CHF | 0.09 CHF | 440,000 | 440,000 | 215,761 | 215,761 | 17,804 CHF | 19,970 CHF | 100.00% | 100.00% |