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 | 3.78% | 0.25 CHF | 0.26 CHF | 190,032 | 75,000 | 189,523 | 75,000 | 49,237 CHF | 20,235 CHF | 99.72% | 99.72% |
12/07/2024 | 3.93% | 0.25 CHF | 0.26 CHF | 190,032 | 75,000 | 191,104 | 75,000 | 47,659 CHF | 19,455 CHF | 99.01% | 99.01% |
11/07/2024 | 4.25% | 0.25 CHF | 0.26 CHF | 191,174 | 75,000 | 193,746 | 75,000 | 44,643 CHF | 18,034 CHF | 99.09% | 99.09% |
10/07/2024 | 4.64% | 0.22 CHF | 0.23 CHF | 196,613 | 75,000 | 197,324 | 75,000 | 41,523 CHF | 16,533 CHF | 100.00% | 100.00% |
09/07/2024 | 5.17% | 0.20 CHF | 0.21 CHF | 198,977 | 75,000 | 200,729 | 75,000 | 37,836 CHF | 14,889 CHF | 100.00% | 100.00% |
08/07/2024 | 5.72% | 0.17 CHF | 0.18 CHF | 203,012 | 75,000 | 202,787 | 75,000 | 34,470 CHF | 13,500 CHF | 100.00% | 100.00% |
05/07/2024 | 5.72% | 0.17 CHF | 0.18 CHF | 203,949 | 75,000 | 203,653 | 75,000 | 34,571 CHF | 13,482 CHF | 98.98% | 98.98% |
04/07/2024 | 5.79% | 0.17 CHF | 0.18 CHF | 204,266 | 75,000 | 204,682 | 75,000 | 34,332 CHF | 13,331 CHF | 100.00% | 100.00% |
03/07/2024 | 6.06% | 0.16 CHF | 0.17 CHF | 205,008 | 75,000 | 205,993 | 75,000 | 32,964 CHF | 12,752 CHF | 100.00% | 100.00% |
02/07/2024 | 6.04% | 0.16 CHF | 0.17 CHF | 205,433 | 75,000 | 205,583 | 75,000 | 33,045 CHF | 12,806 CHF | 100.00% | 100.00% |