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 | 6.74% | 0.14 CHF | 0.15 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 28,708 CHF | 30,708 CHF | 99.38% | 99.38% |
12/07/2024 | 5.78% | 0.16 CHF | 0.17 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 33,687 CHF | 35,687 CHF | 99.38% | 99.38% |
11/07/2024 | 6.10% | 0.17 CHF | 0.18 CHF | 200,000 | 200,000 | 195,704 | 195,430 | 31,298 CHF | 33,206 CHF | 91.40% | 91.40% |
10/07/2024 | 3.02% | 0.33 CHF | 0.34 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 48,911 CHF | 50,411 CHF | 99.37% | 99.37% |
09/07/2024 | 2.66% | 0.35 CHF | 0.36 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 55,622 CHF | 57,122 CHF | 99.37% | 99.37% |
08/07/2024 | 2.40% | 0.39 CHF | 0.40 CHF | 150,000 | 150,000 | 136,094 | 136,094 | 55,955 CHF | 57,316 CHF | 99.38% | 99.38% |
05/07/2024 | 2.43% | 0.40 CHF | 0.41 CHF | 150,000 | 150,000 | 147,599 | 147,599 | 59,911 CHF | 61,387 CHF | 99.00% | 99.00% |
04/07/2024 | 2.36% | 0.39 CHF | 0.40 CHF | 150,000 | 150,000 | 125,284 | 125,313 | 52,082 CHF | 53,348 CHF | 91.02% | 91.02% |
03/07/2024 | 3.31% | 0.32 CHF | 0.33 CHF | 150,000 | 150,000 | 150,000 | 149,968 | 44,730 CHF | 46,220 CHF | 99.38% | 99.38% |
02/07/2024 | 4.22% | 0.24 CHF | 0.25 CHF | 150,000 | 150,000 | 150,000 | 149,966 | 34,801 CHF | 36,293 CHF | 99.38% | 99.38% |