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 | 5.69% | 0.17 CHF | 0.18 CHF | 325,000 | 325,000 | 304,555 | 304,555 | 52,017 CHF | 55,062 CHF | 99.39% | 99.39% |
12/07/2024 | 5.08% | 0.20 CHF | 0.21 CHF | 250,000 | 250,000 | 270,149 | 270,149 | 51,836 CHF | 54,537 CHF | 99.08% | 99.08% |
11/07/2024 | 5.51% | 0.19 CHF | 0.20 CHF | 275,000 | 275,000 | 294,074 | 294,074 | 51,933 CHF | 54,874 CHF | 98.53% | 98.53% |
10/07/2024 | 5.84% | 0.17 CHF | 0.18 CHF | 300,000 | 300,000 | 309,590 | 309,590 | 51,426 CHF | 54,522 CHF | 95.46% | 95.46% |
09/07/2024 | 5.79% | 0.16 CHF | 0.17 CHF | 325,000 | 325,000 | 308,321 | 308,321 | 51,701 CHF | 54,784 CHF | 99.05% | 99.05% |
08/07/2024 | 5.47% | 0.18 CHF | 0.19 CHF | 300,000 | 300,000 | 299,736 | 299,736 | 53,315 CHF | 56,312 CHF | 99.23% | 99.23% |
05/07/2024 | 5.72% | 0.17 CHF | 0.18 CHF | 300,000 | 300,000 | 301,542 | 301,542 | 51,248 CHF | 54,264 CHF | 99.39% | 99.39% |
04/07/2024 | 7.03% | 0.16 CHF | 0.17 CHF | 375,000 | 375,000 | 382,289 | 382,289 | 52,459 CHF | 56,281 CHF | 99.39% | 99.39% |
03/07/2024 | 8.83% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 473,175 | 473,175 | 51,293 CHF | 56,024 CHF | 98.63% | 98.63% |
02/07/2024 | 9.27% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 489,958 | 489,958 | 50,477 CHF | 55,377 CHF | 99.05% | 99.05% |