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 | 6.28% | 0.15 CHF | 0.16 CHF | 340,000 | 20,000 | 330,464 | 20,000 | 50,991 CHF | 3,295 CHF | 89.04% | 89.04% |
12/07/2024 | 6.18% | 0.15 CHF | 0.16 CHF | 340,000 | 10,000 | 325,050 | 10,000 | 50,957 CHF | 1,676 CHF | 96.83% | 96.83% |
11/07/2024 | 5.96% | 0.18 CHF | 0.19 CHF | 280,000 | 20,000 | 313,131 | 20,000 | 50,943 CHF | 3,472 CHF | 99.08% | 99.08% |
10/07/2024 | 6.24% | 0.15 CHF | 0.16 CHF | 340,000 | 20,000 | 329,120 | 20,000 | 51,094 CHF | 3,309 CHF | 99.42% | 99.42% |
09/07/2024 | 5.80% | 0.16 CHF | 0.17 CHF | 320,000 | 20,000 | 304,802 | 20,000 | 50,997 CHF | 3,552 CHF | 99.90% | 99.90% |
08/07/2024 | 5.47% | 0.16 CHF | 0.17 CHF | 320,000 | 10,000 | 284,981 | 10,000 | 50,682 CHF | 1,882 CHF | 100.00% | 100.00% |
05/07/2024 | 5.29% | 0.18 CHF | 0.19 CHF | 280,000 | 20,000 | 276,127 | 20,000 | 50,825 CHF | 3,884 CHF | 98.65% | 98.65% |
04/07/2024 | 6.02% | 0.16 CHF | 0.17 CHF | 320,000 | 20,000 | 317,783 | 20,000 | 51,175 CHF | 3,422 CHF | 100.00% | 100.00% |
03/07/2024 | 7.07% | 0.14 CHF | 0.15 CHF | 360,000 | 20,000 | 369,960 | 20,000 | 50,499 CHF | 2,934 CHF | 82.74% | 82.74% |
02/07/2024 | 8.33% | 0.13 CHF | 0.14 CHF | 390,000 | 20,000 | 439,264 | 20,000 | 50,548 CHF | 2,509 CHF | 98.40% | 98.40% |