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 | 4.07% | 0.22 CHF | 0.23 CHF | 235,000 | 235,000 | 102,731 | 102,731 | 23,725 CHF | 24,755 CHF | 100.00% | 100.00% |
12/07/2024 | 3.65% | 0.27 CHF | 0.28 CHF | 225,000 | 225,000 | 98,468 | 98,468 | 29,639 CHF | 30,644 CHF | 100.00% | 100.00% |
11/07/2024 | 6.38% | 0.24 CHF | 0.25 CHF | 230,000 | 230,000 | 103,662 | 103,662 | 22,108 CHF | 23,302 CHF | 99.99% | 99.99% |
10/07/2024 | 8.22% | 0.14 CHF | 0.16 CHF | 240,000 | 240,000 | 107,294 | 107,294 | 15,790 CHF | 17,025 CHF | 99.89% | 99.89% |
09/07/2024 | 7.86% | 0.14 CHF | 0.15 CHF | 240,000 | 240,000 | 107,169 | 107,121 | 16,745 CHF | 17,969 CHF | 99.73% | 99.73% |
08/07/2024 | 6.44% | 0.16 CHF | 0.17 CHF | 240,000 | 240,000 | 105,611 | 105,611 | 19,572 CHF | 20,785 CHF | 99.31% | 99.31% |
05/07/2024 | 7.45% | 0.16 CHF | 0.17 CHF | 240,000 | 240,000 | 106,444 | 106,444 | 17,147 CHF | 18,371 CHF | 100.00% | 100.00% |
04/07/2024 | 7.88% | 0.16 CHF | 0.17 CHF | 96,000 | 96,000 | 76,921 | 76,921 | 11,900 CHF | 12,829 CHF | 99.64% | 99.64% |
03/07/2024 | 6.55% | 0.14 CHF | 0.15 CHF | 240,000 | 240,000 | 105,164 | 105,164 | 19,185 CHF | 20,394 CHF | 100.00% | 100.00% |
02/07/2024 | 8.47% | 0.13 CHF | 0.14 CHF | 240,000 | 240,000 | 106,601 | 106,601 | 15,435 CHF | 16,664 CHF | 99.98% | 99.98% |