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 | 4.04% | 0.23 CHF | 0.24 CHF | 220,000 | 25,000 | 208,916 | 25,000 | 50,706 CHF | 6,329 CHF | 97.09% | 97.09% |
12/07/2024 | 3.99% | 0.25 CHF | 0.26 CHF | 200,000 | 25,000 | 205,714 | 25,000 | 50,574 CHF | 6,403 CHF | 99.01% | 99.01% |
11/07/2024 | 3.65% | 0.27 CHF | 0.28 CHF | 190,000 | 25,000 | 191,013 | 25,000 | 51,333 CHF | 6,975 CHF | 99.09% | 99.09% |
10/07/2024 | 3.77% | 0.26 CHF | 0.27 CHF | 200,000 | 25,000 | 199,912 | 25,000 | 51,994 CHF | 6,752 CHF | 100.00% | 100.00% |
09/07/2024 | 3.64% | 0.26 CHF | 0.27 CHF | 200,000 | 25,000 | 190,213 | 25,000 | 51,265 CHF | 6,995 CHF | 100.00% | 100.00% |
08/07/2024 | 3.32% | 0.28 CHF | 0.29 CHF | 180,000 | 25,000 | 173,283 | 25,000 | 51,352 CHF | 7,662 CHF | 100.00% | 100.00% |
05/07/2024 | 3.23% | 0.31 CHF | 0.32 CHF | 170,000 | 25,000 | 170,605 | 25,000 | 51,934 CHF | 7,862 CHF | 61.81% | 61.81% |
04/07/2024 | 5.80% | 0.27 CHF | 0.28 CHF | 190,000 | 25,000 | 25,703 | 13,430 | 6,917 CHF | 3,812 CHF | 100.00% | 100.00% |
03/07/2024 | 6.14% | 0.28 CHF | 0.30 CHF | 12,500 | 12,500 | 12,500 | 12,500 | 3,549 CHF | 3,774 CHF | 99.73% | 99.73% |
02/07/2024 | 6.47% | 0.26 CHF | 0.28 CHF | 12,500 | 12,500 | 12,500 | 12,500 | 3,174 CHF | 3,386 CHF | 100.00% | 100.00% |