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 | 5.84% | 0.24 CHF | 0.25 CHF | 210,000 | 75,000 | 117,623 | 55,183 | 28,749 CHF | 14,370 CHF | 95.95% | 95.95% |
12/07/2024 | 8.31% | 0.25 CHF | 0.27 CHF | 37,500 | 37,500 | 37,500 | 37,500 | 8,254 CHF | 8,969 CHF | 99.01% | 99.01% |
11/07/2024 | 4.45% | 0.22 CHF | 0.23 CHF | 230,000 | 75,000 | 229,989 | 75,000 | 50,584 CHF | 17,251 CHF | 98.25% | 98.25% |
10/07/2024 | 4.79% | 0.21 CHF | 0.22 CHF | 240,000 | 75,000 | 247,061 | 75,000 | 50,326 CHF | 16,046 CHF | 100.00% | 100.00% |
09/07/2024 | 4.86% | 0.20 CHF | 0.21 CHF | 250,000 | 75,000 | 249,710 | 75,000 | 50,149 CHF | 15,822 CHF | 94.27% | 94.27% |
08/07/2024 | 4.94% | 0.20 CHF | 0.21 CHF | 250,000 | 75,000 | 254,891 | 75,000 | 50,328 CHF | 15,570 CHF | 99.89% | 99.89% |
05/07/2024 | 4.67% | 0.21 CHF | 0.22 CHF | 240,000 | 75,000 | 240,532 | 75,000 | 50,351 CHF | 16,460 CHF | 98.86% | 98.86% |
04/07/2024 | 5.10% | 0.20 CHF | 0.21 CHF | 250,000 | 75,000 | 267,763 | 75,000 | 51,154 CHF | 15,084 CHF | 97.51% | 97.51% |
03/07/2024 | 5.95% | 0.18 CHF | 0.19 CHF | 280,000 | 75,000 | 313,309 | 75,000 | 51,085 CHF | 13,001 CHF | 99.71% | 99.71% |
02/07/2024 | 6.56% | 0.16 CHF | 0.17 CHF | 320,000 | 75,000 | 344,970 | 75,000 | 50,889 CHF | 11,861 CHF | 99.69% | 99.69% |