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 | 3.20% | 0.29 CHF | 0.30 CHF | 280,000 | 280,000 | 279,240 | 279,240 | 85,880 CHF | 88,673 CHF | 99.99% | 99.99% |
12/07/2024 | 3.61% | 0.36 CHF | 0.37 CHF | 280,000 | 280,000 | 283,001 | 283,001 | 77,519 CHF | 80,349 CHF | 100.00% | 100.00% |
11/07/2024 | 4.55% | 0.24 CHF | 0.25 CHF | 290,000 | 290,000 | 288,472 | 288,472 | 62,186 CHF | 65,073 CHF | 99.99% | 99.99% |
10/07/2024 | 5.57% | 0.21 CHF | 0.22 CHF | 290,000 | 290,000 | 292,818 | 292,818 | 51,464 CHF | 54,392 CHF | 100.00% | 100.00% |
09/07/2024 | 5.59% | 0.14 CHF | 0.15 CHF | 300,000 | 300,000 | 292,901 | 292,901 | 51,559 CHF | 54,488 CHF | 99.73% | 99.73% |
08/07/2024 | 4.28% | 0.22 CHF | 0.23 CHF | 290,000 | 290,000 | 288,795 | 288,795 | 66,029 CHF | 68,916 CHF | 99.27% | 99.27% |
05/07/2024 | 3.90% | 0.22 CHF | 0.23 CHF | 290,000 | 290,000 | 284,906 | 284,906 | 72,071 CHF | 74,920 CHF | 99.99% | 99.99% |
04/07/2024 | 4.48% | 0.23 CHF | 0.24 CHF | 290,000 | 290,000 | 288,800 | 288,800 | 62,989 CHF | 65,877 CHF | 99.61% | 99.61% |
03/07/2024 | 4.91% | 0.22 CHF | 0.23 CHF | 290,000 | 290,000 | 290,662 | 290,662 | 57,968 CHF | 60,875 CHF | 100.00% | 100.00% |
02/07/2024 | 5.28% | 0.19 CHF | 0.20 CHF | 295,000 | 295,000 | 293,783 | 293,783 | 54,241 CHF | 57,179 CHF | 99.98% | 99.98% |