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 | 4.34% | 0.24 CHF | 0.25 CHF | 190,000 | 190,000 | 94,871 | 94,871 | 21,999 CHF | 22,952 CHF | 99.06% | 99.06% |
12/07/2024 | 5.39% | 0.22 CHF | 0.23 CHF | 190,000 | 190,000 | 95,362 | 95,362 | 18,521 CHF | 19,479 CHF | 100.00% | 100.00% |
11/07/2024 | 4.37% | 0.20 CHF | 0.21 CHF | 200,000 | 200,000 | 95,392 | 95,392 | 21,793 CHF | 22,756 CHF | 100.00% | 100.00% |
10/07/2024 | 4.24% | 0.24 CHF | 0.25 CHF | 190,000 | 190,000 | 94,332 | 94,332 | 22,491 CHF | 23,441 CHF | 100.00% | 100.00% |
09/07/2024 | 3.97% | 0.22 CHF | 0.23 CHF | 200,000 | 200,000 | 96,460 | 96,460 | 23,894 CHF | 24,864 CHF | 98.82% | 98.82% |
08/07/2024 | 6.07% | 0.20 CHF | 0.21 CHF | 200,000 | 200,000 | 97,276 | 97,276 | 17,303 CHF | 18,291 CHF | 100.00% | 100.00% |
05/07/2024 | 9.20% | 0.13 CHF | 0.14 CHF | 210,000 | 210,000 | 106,880 | 106,880 | 11,557 CHF | 12,629 CHF | 98.97% | 98.97% |
04/07/2024 | 9.10% | 0.10 CHF | 0.11 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 8,392 CHF | 9,192 CHF | 99.44% | 99.44% |
03/07/2024 | 9.65% | 0.10 CHF | 0.11 CHF | 210,000 | 210,000 | 106,672 | 106,672 | 10,821 CHF | 11,892 CHF | 99.64% | 99.64% |
02/07/2024 | 9.92% | 0.10 CHF | 0.11 CHF | 220,000 | 220,000 | 107,877 | 107,877 | 10,690 CHF | 11,773 CHF | 100.00% | 100.00% |