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 | 4.02% | 0.23 CHF | 0.24 CHF | 150,000 | 150,000 | 148,381 | 148,381 | 37,007 CHF | 38,494 CHF | 99.99% | 99.99% |
12/07/2024 | 3.41% | 0.32 CHF | 0.33 CHF | 160,000 | 160,000 | 158,390 | 158,390 | 46,652 CHF | 48,237 CHF | 100.00% | 100.00% |
11/07/2024 | 3.92% | 0.28 CHF | 0.30 CHF | 170,000 | 170,000 | 177,480 | 177,480 | 45,417 CHF | 47,194 CHF | 99.99% | 99.99% |
10/07/2024 | 5.01% | 0.24 CHF | 0.25 CHF | 200,000 | 200,000 | 205,155 | 205,155 | 41,430 CHF | 43,484 CHF | 100.00% | 100.00% |
09/07/2024 | 5.54% | 0.18 CHF | 0.19 CHF | 220,000 | 220,000 | 217,296 | 217,296 | 39,140 CHF | 41,320 CHF | 100.00% | 100.00% |
08/07/2024 | 5.55% | 0.17 CHF | 0.18 CHF | 210,000 | 210,000 | 207,303 | 207,303 | 37,194 CHF | 39,273 CHF | 99.99% | 99.99% |
05/07/2024 | 4.84% | 0.18 CHF | 0.19 CHF | 200,000 | 200,000 | 197,984 | 197,984 | 40,887 CHF | 42,869 CHF | 99.80% | 99.80% |
04/07/2024 | 4.97% | 0.20 CHF | 0.21 CHF | 190,000 | 190,000 | 189,873 | 189,873 | 38,160 CHF | 40,061 CHF | 99.49% | 99.49% |
03/07/2024 | 4.46% | 0.22 CHF | 0.23 CHF | 200,000 | 200,000 | 197,970 | 197,970 | 44,226 CHF | 46,208 CHF | 99.35% | 99.35% |
02/07/2024 | 5.16% | 0.20 CHF | 0.21 CHF | 190,000 | 190,000 | 187,885 | 187,885 | 36,247 CHF | 38,128 CHF | 99.99% | 99.99% |