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 | 6.29% | 0.13 CHF | 0.14 CHF | 355,000 | 355,000 | 153,004 | 153,004 | 24,298 CHF | 25,831 CHF | 76.86% | 77.24% |
12/07/2024 | 3.91% | 0.21 CHF | 0.22 CHF | 360,000 | 360,000 | 201,063 | 201,063 | 50,197 CHF | 52,211 CHF | 99.98% | 99.98% |
11/07/2024 | 4.82% | 0.29 CHF | 0.30 CHF | 370,000 | 370,000 | 198,819 | 198,819 | 43,484 CHF | 45,485 CHF | 100.00% | 100.00% |
10/07/2024 | 4.12% | 0.23 CHF | 0.24 CHF | 360,000 | 360,000 | 199,964 | 199,964 | 47,916 CHF | 49,921 CHF | 99.89% | 99.89% |
09/07/2024 | 3.66% | 0.27 CHF | 0.28 CHF | 365,000 | 365,000 | 201,760 | 201,760 | 55,130 CHF | 57,151 CHF | 99.43% | 99.43% |
08/07/2024 | 3.46% | 0.30 CHF | 0.31 CHF | 370,000 | 370,000 | 204,136 | 204,136 | 60,955 CHF | 63,001 CHF | 100.00% | 100.00% |
05/07/2024 | 2.68% | 0.33 CHF | 0.34 CHF | 370,000 | 370,000 | 206,057 | 206,057 | 75,965 CHF | 78,030 CHF | 99.34% | 99.34% |
04/07/2024 | 2.50% | 0.40 CHF | 0.41 CHF | 188,000 | 188,000 | 167,773 | 167,773 | 66,132 CHF | 67,810 CHF | 99.49% | 99.49% |
03/07/2024 | 2.41% | 0.41 CHF | 0.42 CHF | 380,000 | 380,000 | 209,296 | 209,296 | 87,194 CHF | 89,291 CHF | 99.35% | 99.35% |
02/07/2024 | 2.11% | 0.42 CHF | 0.43 CHF | 380,000 | 380,000 | 211,332 | 211,332 | 99,582 CHF | 101,699 CHF | 100.00% | 100.00% |