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 | 7.24% | 0.23 CHF | 0.24 CHF | 230,000 | 230,000 | 73,893 | 73,893 | 16,288 CHF | 17,205 CHF | 98.82% | 98.82% |
12/07/2024 | 7.59% | 0.22 CHF | 0.23 CHF | 230,000 | 230,000 | 73,267 | 73,267 | 16,117 CHF | 17,028 CHF | 100.00% | 100.00% |
11/07/2024 | 5.13% | 0.27 CHF | 0.28 CHF | 225,000 | 225,000 | 70,440 | 70,440 | 20,578 CHF | 21,403 CHF | 99.97% | 99.97% |
10/07/2024 | 4.68% | 0.29 CHF | 0.30 CHF | 220,000 | 220,000 | 70,222 | 70,222 | 22,174 CHF | 22,994 CHF | 99.90% | 99.90% |
09/07/2024 | 4.65% | 0.37 CHF | 0.38 CHF | 215,000 | 215,000 | 69,253 | 69,253 | 24,184 CHF | 24,994 CHF | 99.98% | 99.98% |
08/07/2024 | 4.71% | 0.31 CHF | 0.32 CHF | 220,000 | 220,000 | 70,328 | 70,328 | 22,734 CHF | 23,555 CHF | 99.98% | 99.98% |
05/07/2024 | 4.54% | 0.33 CHF | 0.34 CHF | 220,000 | 220,000 | 69,952 | 69,952 | 22,814 CHF | 23,631 CHF | 99.71% | 99.71% |
04/07/2024 | 4.55% | 0.31 CHF | 0.32 CHF | 44,000 | 44,000 | 32,355 | 32,355 | 10,453 CHF | 10,893 CHF | 94.02% | 94.02% |
03/07/2024 | 4.17% | 0.34 CHF | 0.35 CHF | 220,000 | 220,000 | 69,147 | 69,147 | 24,626 CHF | 25,436 CHF | 99.52% | 99.52% |
02/07/2024 | 4.97% | 0.34 CHF | 0.35 CHF | 215,000 | 215,000 | 69,110 | 69,110 | 22,495 CHF | 23,301 CHF | 100.00% | 100.00% |