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 | 5.93% | 0.19 CHF | 0.20 CHF | 300,000 | 300,000 | 319,293 | 319,293 | 52,267 CHF | 55,460 CHF | 99.04% | 99.04% |
12/07/2024 | 6.84% | 0.16 CHF | 0.17 CHF | 325,000 | 325,000 | 368,830 | 368,830 | 52,096 CHF | 55,784 CHF | 98.60% | 98.60% |
11/07/2024 | 5.55% | 0.15 CHF | 0.16 CHF | 300,000 | 300,000 | 301,687 | 301,687 | 52,962 CHF | 55,978 CHF | 97.48% | 97.48% |
10/07/2024 | 6.46% | 0.15 CHF | 0.16 CHF | 350,000 | 350,000 | 350,463 | 350,463 | 52,493 CHF | 55,998 CHF | 95.10% | 95.10% |
09/07/2024 | 6.14% | 0.14 CHF | 0.15 CHF | 375,000 | 375,000 | 329,810 | 329,809 | 52,083 CHF | 55,381 CHF | 98.61% | 98.61% |
08/07/2024 | 6.64% | 0.14 CHF | 0.15 CHF | 375,000 | 375,000 | 357,643 | 357,643 | 52,061 CHF | 55,637 CHF | 98.58% | 98.58% |
05/07/2024 | 10.01% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 544,962 | 330,121 | 51,722 CHF | 35,659 CHF | 99.17% | 99.17% |
04/07/2024 | 10.07% | 0.09 CHF | 0.10 CHF | 500,000 | 500,000 | 537,656 | 399,585 | 50,722 CHF | 42,100 CHF | 99.18% | 99.18% |
03/07/2024 | 10.28% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 557,986 | 345,369 | 51,454 CHF | 35,675 CHF | 98.43% | 98.43% |
02/07/2024 | 10.71% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 575,785 | 342,802 | 50,842 CHF | 34,326 CHF | 98.84% | 98.84% |