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 | 4.24% | 0.25 CHF | 0.26 CHF | 550,000 | 550,000 | 272,632 | 272,632 | 64,909 CHF | 67,645 CHF | 99.05% | 99.05% |
12/07/2024 | 4.86% | 0.24 CHF | 0.25 CHF | 580,000 | 580,000 | 295,948 | 295,948 | 63,061 CHF | 66,034 CHF | 100.00% | 100.00% |
11/07/2024 | 4.28% | 0.22 CHF | 0.23 CHF | 570,000 | 570,000 | 264,496 | 264,496 | 62,219 CHF | 64,889 CHF | 100.00% | 100.00% |
10/07/2024 | 4.24% | 0.24 CHF | 0.25 CHF | 550,000 | 550,000 | 264,427 | 264,427 | 63,303 CHF | 65,964 CHF | 99.21% | 99.21% |
09/07/2024 | 4.08% | 0.22 CHF | 0.23 CHF | 600,000 | 600,000 | 281,920 | 281,920 | 68,299 CHF | 71,134 CHF | 98.57% | 98.57% |
08/07/2024 | 5.39% | 0.21 CHF | 0.22 CHF | 680,000 | 680,000 | 327,973 | 327,973 | 64,470 CHF | 67,802 CHF | 100.00% | 100.00% |
05/07/2024 | 6.88% | 0.16 CHF | 0.17 CHF | 760,000 | 760,000 | 371,702 | 371,702 | 54,063 CHF | 57,792 CHF | 98.96% | 98.96% |
04/07/2024 | 6.75% | 0.14 CHF | 0.15 CHF | 270,000 | 270,000 | 270,000 | 270,000 | 38,646 CHF | 41,346 CHF | 99.44% | 99.44% |
03/07/2024 | 7.14% | 0.14 CHF | 0.15 CHF | 770,000 | 770,000 | 373,161 | 373,161 | 51,796 CHF | 55,542 CHF | 99.64% | 99.64% |
02/07/2024 | 7.46% | 0.13 CHF | 0.14 CHF | 830,000 | 830,000 | 397,625 | 397,625 | 53,109 CHF | 57,100 CHF | 100.00% | 100.00% |