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 | 4.53% | 0.22 CHF | 0.23 CHF | 380,000 | 380,000 | 172,414 | 172,414 | 38,394 CHF | 40,126 CHF | 99.97% | 99.97% |
12/07/2024 | 3.71% | 0.26 CHF | 0.27 CHF | 410,000 | 410,000 | 171,935 | 171,935 | 46,584 CHF | 48,310 CHF | 99.90% | 99.90% |
11/07/2024 | 4.73% | 0.23 CHF | 0.24 CHF | 440,000 | 440,000 | 195,395 | 195,395 | 42,652 CHF | 44,615 CHF | 99.98% | 99.98% |
10/07/2024 | 5.62% | 0.20 CHF | 0.21 CHF | 440,000 | 440,000 | 195,498 | 195,498 | 35,894 CHF | 37,858 CHF | 100.00% | 100.00% |
09/07/2024 | 6.43% | 0.18 CHF | 0.19 CHF | 440,000 | 440,000 | 195,146 | 195,146 | 30,635 CHF | 32,599 CHF | 100.00% | 100.00% |
08/07/2024 | 6.88% | 0.14 CHF | 0.15 CHF | 440,000 | 440,000 | 195,314 | 195,314 | 27,978 CHF | 29,942 CHF | 100.00% | 100.00% |
05/07/2024 | 6.06% | 0.15 CHF | 0.16 CHF | 440,000 | 440,000 | 195,473 | 195,473 | 31,426 CHF | 33,391 CHF | 99.90% | 99.90% |
04/07/2024 | 5.56% | 0.17 CHF | 0.18 CHF | 180,000 | 180,000 | 142,781 | 142,781 | 25,004 CHF | 26,432 CHF | 100.00% | 100.00% |
03/07/2024 | 6.32% | 0.18 CHF | 0.19 CHF | 440,000 | 440,000 | 195,441 | 195,441 | 31,848 CHF | 33,811 CHF | 100.00% | 100.00% |
02/07/2024 | 7.70% | 0.14 CHF | 0.15 CHF | 440,000 | 440,000 | 195,703 | 195,703 | 25,196 CHF | 27,162 CHF | 99.99% | 99.99% |