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% | 0.25 CHF | 0.26 CHF | 225,000 | 225,000 | 221,859 | 221,859 | 53,402 CHF | 55,620 CHF | 99.39% | 99.39% |
12/07/2024 | 4.28% | 0.23 CHF | 0.24 CHF | 225,000 | 225,000 | 228,227 | 228,227 | 52,226 CHF | 54,509 CHF | 99.06% | 99.06% |
11/07/2024 | 4.32% | 0.21 CHF | 0.22 CHF | 250,000 | 250,000 | 232,629 | 232,629 | 52,696 CHF | 55,022 CHF | 84.94% | 84.94% |
10/07/2024 | 3.91% | 0.26 CHF | 0.27 CHF | 200,000 | 200,000 | 201,302 | 201,302 | 50,456 CHF | 52,469 CHF | 95.50% | 95.50% |
09/07/2024 | 4.06% | 0.24 CHF | 0.25 CHF | 225,000 | 225,000 | 220,410 | 220,411 | 53,117 CHF | 55,321 CHF | 99.05% | 99.05% |
08/07/2024 | 4.21% | 0.23 CHF | 0.24 CHF | 225,000 | 225,000 | 222,405 | 222,405 | 51,733 CHF | 53,957 CHF | 99.24% | 99.24% |
05/07/2024 | 4.49% | 0.22 CHF | 0.23 CHF | 250,000 | 250,000 | 250,718 | 250,718 | 54,630 CHF | 57,137 CHF | 99.39% | 99.39% |
04/07/2024 | 5.43% | 0.19 CHF | 0.20 CHF | 300,000 | 300,000 | 300,961 | 300,961 | 53,892 CHF | 56,902 CHF | 99.39% | 99.39% |
03/07/2024 | 8.72% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 472,752 | 464,526 | 51,866 CHF | 55,762 CHF | 98.62% | 98.62% |
02/07/2024 | 10.62% | 0.09 CHF | 0.10 CHF | 600,000 | 300,000 | 574,944 | 301,783 | 51,255 CHF | 29,933 CHF | 99.05% | 99.05% |