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 | 3.86% | 0.25 CHF | 0.26 CHF | 200,000 | 200,000 | 200,114 | 200,115 | 50,824 CHF | 52,826 CHF | 100.00% | 100.00% |
12/07/2024 | 4.05% | 0.25 CHF | 0.26 CHF | 225,000 | 225,000 | 220,301 | 220,299 | 53,309 CHF | 55,512 CHF | 98.37% | 98.37% |
11/07/2024 | 4.02% | 0.24 CHF | 0.25 CHF | 225,000 | 225,000 | 214,801 | 214,804 | 52,242 CHF | 54,391 CHF | 80.34% | 80.34% |
10/07/2024 | 5.87% | 0.16 CHF | 0.17 CHF | 325,000 | 325,000 | 310,736 | 310,739 | 51,421 CHF | 54,528 CHF | 99.78% | 99.78% |
09/07/2024 | 6.43% | 0.16 CHF | 0.17 CHF | 325,000 | 325,000 | 348,814 | 348,816 | 52,469 CHF | 55,958 CHF | 100.00% | 100.00% |
08/07/2024 | 6.94% | 0.15 CHF | 0.16 CHF | 375,000 | 375,000 | 378,086 | 378,087 | 52,619 CHF | 56,400 CHF | 98.98% | 98.98% |
05/07/2024 | 6.70% | 0.15 CHF | 0.16 CHF | 350,000 | 350,000 | 364,135 | 364,136 | 52,518 CHF | 56,160 CHF | 99.62% | 99.62% |
04/07/2024 | 6.68% | 0.15 CHF | 0.16 CHF | 350,000 | 350,000 | 361,309 | 361,307 | 52,259 CHF | 55,871 CHF | 98.15% | 98.15% |
03/07/2024 | 5.26% | 0.18 CHF | 0.19 CHF | 300,000 | 300,000 | 284,444 | 284,441 | 52,611 CHF | 55,455 CHF | 100.00% | 100.00% |
02/07/2024 | 4.57% | 0.21 CHF | 0.22 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 53,523 CHF | 56,023 CHF | 72.70% | 72.70% |