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 | 3.98% | 0.23 CHF | 0.24 CHF | 220,000 | 20,000 | 205,482 | 20,000 | 50,593 CHF | 5,130 CHF | 89.06% | 89.06% |
12/07/2024 | 3.91% | 0.24 CHF | 0.25 CHF | 210,000 | 10,000 | 204,148 | 10,000 | 51,238 CHF | 2,622 CHF | 96.83% | 96.83% |
11/07/2024 | 3.80% | 0.28 CHF | 0.29 CHF | 180,000 | 20,000 | 197,481 | 20,000 | 50,958 CHF | 5,380 CHF | 99.08% | 99.08% |
10/07/2024 | 4.03% | 0.23 CHF | 0.24 CHF | 220,000 | 20,000 | 206,802 | 20,000 | 50,285 CHF | 5,070 CHF | 99.42% | 99.42% |
09/07/2024 | 3.74% | 0.25 CHF | 0.26 CHF | 200,000 | 20,000 | 194,561 | 20,000 | 51,116 CHF | 5,460 CHF | 99.90% | 99.90% |
08/07/2024 | 3.55% | 0.26 CHF | 0.27 CHF | 200,000 | 10,000 | 184,029 | 10,000 | 50,976 CHF | 2,874 CHF | 100.00% | 100.00% |
05/07/2024 | 3.45% | 0.29 CHF | 0.30 CHF | 180,000 | 20,000 | 180,368 | 20,000 | 51,423 CHF | 5,904 CHF | 98.86% | 98.86% |
04/07/2024 | 3.89% | 0.25 CHF | 0.26 CHF | 200,000 | 20,000 | 200,330 | 20,000 | 50,558 CHF | 5,248 CHF | 100.00% | 100.00% |
03/07/2024 | 4.53% | 0.22 CHF | 0.23 CHF | 230,000 | 20,000 | 233,918 | 20,000 | 50,521 CHF | 4,522 CHF | 82.74% | 82.74% |
02/07/2024 | 5.31% | 0.20 CHF | 0.21 CHF | 250,000 | 20,000 | 275,819 | 20,000 | 50,581 CHF | 3,879 CHF | 98.40% | 98.40% |