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 | 2.33% | 0.40 CHF | 0.41 CHF | 300,000 | 100,000 | 264,074 | 88,025 | 111,769 CHF | 38,137 CHF | 99.17% | 99.17% |
12/07/2024 | 2.23% | 0.45 CHF | 0.46 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 99,649 CHF | 33,966 CHF | 99.17% | 99.17% |
11/07/2024 | 2.35% | 0.44 CHF | 0.45 CHF | 225,000 | 75,000 | 251,120 | 83,707 | 105,499 CHF | 36,003 CHF | 99.17% | 99.17% |
10/07/2024 | 2.30% | 0.44 CHF | 0.45 CHF | 225,000 | 75,000 | 228,110 | 76,037 | 98,163 CHF | 33,481 CHF | 99.16% | 99.16% |
09/07/2024 | 2.37% | 0.43 CHF | 0.44 CHF | 225,000 | 75,000 | 233,676 | 77,892 | 97,224 CHF | 33,187 CHF | 99.17% | 99.17% |
08/07/2024 | 2.57% | 0.42 CHF | 0.43 CHF | 225,000 | 75,000 | 284,583 | 94,861 | 109,438 CHF | 37,428 CHF | 99.16% | 99.16% |
05/07/2024 | 2.91% | 0.37 CHF | 0.38 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 101,925 CHF | 34,975 CHF | 98.84% | 98.84% |
04/07/2024 | 3.56% | 0.33 CHF | 0.34 CHF | 300,000 | 100,000 | 315,124 | 105,041 | 88,976 CHF | 30,709 CHF | 99.00% | 99.00% |
03/07/2024 | 8.45% | 0.11 CHF | 0.12 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 51,122 CHF | 18,541 CHF | 99.17% | 99.17% |
02/07/2024 | 10.19% | 0.11 CHF | 0.12 CHF | 450,000 | 150,000 | 534,656 | 178,219 | 49,669 CHF | 18,339 CHF | 99.16% | 99.16% |