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 | 8.03% | 0.10 CHF | 0.11 CHF | 475,000 | 475,000 | 425,166 | 425,166 | 50,859 CHF | 55,111 CHF | 99.05% | 99.05% |
12/07/2024 | 5.63% | 0.15 CHF | 0.16 CHF | 350,000 | 350,000 | 309,721 | 309,721 | 53,540 CHF | 56,637 CHF | 98.84% | 98.84% |
11/07/2024 | 6.84% | 0.16 CHF | 0.17 CHF | 375,000 | 375,000 | 373,608 | 373,608 | 52,799 CHF | 56,535 CHF | 90.02% | 90.02% |
10/07/2024 | 6.05% | 0.16 CHF | 0.17 CHF | 325,000 | 325,000 | 324,537 | 324,537 | 51,978 CHF | 55,223 CHF | 95.13% | 95.13% |
09/07/2024 | 6.03% | 0.18 CHF | 0.19 CHF | 300,000 | 300,000 | 324,310 | 324,310 | 52,186 CHF | 55,429 CHF | 98.62% | 98.62% |
08/07/2024 | 6.54% | 0.15 CHF | 0.16 CHF | 325,000 | 325,000 | 353,805 | 353,805 | 52,298 CHF | 55,836 CHF | 98.56% | 98.56% |
05/07/2024 | 4.67% | 0.17 CHF | 0.18 CHF | 300,000 | 300,000 | 258,655 | 258,655 | 54,235 CHF | 56,821 CHF | 99.18% | 99.18% |
04/07/2024 | 4.44% | 0.22 CHF | 0.23 CHF | 250,000 | 250,000 | 249,205 | 249,205 | 54,912 CHF | 57,404 CHF | 99.18% | 99.18% |
03/07/2024 | 4.41% | 0.21 CHF | 0.22 CHF | 250,000 | 250,000 | 244,651 | 244,650 | 54,215 CHF | 56,661 CHF | 98.44% | 98.44% |
02/07/2024 | 4.18% | 0.21 CHF | 0.22 CHF | 250,000 | 250,000 | 230,387 | 230,387 | 53,925 CHF | 56,229 CHF | 98.78% | 98.78% |