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 | 5.30% | 0.17 CHF | 0.18 CHF | 300,000 | 25,000 | 275,976 | 25,000 | 50,688 CHF | 4,858 CHF | 97.09% | 97.09% |
12/07/2024 | 5.25% | 0.19 CHF | 0.20 CHF | 270,000 | 25,000 | 273,487 | 25,000 | 50,752 CHF | 4,897 CHF | 99.01% | 99.01% |
11/07/2024 | 4.75% | 0.21 CHF | 0.22 CHF | 240,000 | 25,000 | 244,516 | 25,000 | 50,219 CHF | 5,387 CHF | 99.09% | 99.09% |
10/07/2024 | 4.89% | 0.20 CHF | 0.21 CHF | 250,000 | 25,000 | 250,586 | 25,000 | 50,038 CHF | 5,243 CHF | 100.00% | 100.00% |
09/07/2024 | 4.74% | 0.20 CHF | 0.21 CHF | 250,000 | 25,000 | 243,751 | 25,000 | 50,260 CHF | 5,408 CHF | 100.00% | 100.00% |
08/07/2024 | 4.29% | 0.22 CHF | 0.23 CHF | 230,000 | 25,000 | 221,739 | 25,000 | 50,600 CHF | 5,957 CHF | 100.00% | 100.00% |
05/07/2024 | 4.19% | 0.24 CHF | 0.25 CHF | 210,000 | 25,000 | 216,206 | 25,000 | 50,517 CHF | 6,095 CHF | 61.81% | 61.81% |
04/07/2024 | 7.72% | 0.21 CHF | 0.22 CHF | 240,000 | 25,000 | 29,423 | 13,430 | 6,115 CHF | 2,971 CHF | 100.00% | 100.00% |
03/07/2024 | 7.00% | 0.22 CHF | 0.24 CHF | 12,500 | 12,500 | 12,500 | 12,500 | 2,738 CHF | 2,936 CHF | 99.73% | 99.73% |
02/07/2024 | 8.15% | 0.20 CHF | 0.22 CHF | 12,500 | 12,500 | 12,500 | 12,500 | 2,442 CHF | 2,649 CHF | 100.00% | 100.00% |