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 | 12.31% | 0.09 CHF | 0.10 CHF | 280,000 | 280,000 | 279,240 | 279,240 | 21,779 CHF | 24,571 CHF | 100.00% | 100.00% |
12/07/2024 | 9.49% | 0.03 CHF | 0.04 CHF | 280,000 | 280,000 | 283,001 | 283,001 | 30,957 CHF | 33,787 CHF | 100.00% | 100.00% |
11/07/2024 | 5.98% | 0.14 CHF | 0.14 CHF | 290,000 | 290,000 | 288,450 | 288,450 | 47,091 CHF | 49,978 CHF | 99.98% | 99.98% |
10/07/2024 | 4.83% | 0.18 CHF | 0.19 CHF | 290,000 | 290,000 | 292,818 | 292,818 | 59,454 CHF | 62,382 CHF | 100.00% | 100.00% |
09/07/2024 | 4.85% | 0.24 CHF | 0.25 CHF | 300,000 | 300,000 | 292,901 | 292,901 | 59,403 CHF | 62,332 CHF | 99.73% | 99.73% |
08/07/2024 | 6.37% | 0.16 CHF | 0.17 CHF | 290,000 | 290,000 | 288,796 | 288,796 | 43,930 CHF | 46,818 CHF | 99.31% | 99.31% |
05/07/2024 | 7.43% | 0.16 CHF | 0.17 CHF | 290,000 | 290,000 | 284,905 | 284,905 | 37,549 CHF | 40,398 CHF | 99.99% | 99.99% |
04/07/2024 | 5.87% | 0.16 CHF | 0.17 CHF | 290,000 | 290,000 | 288,800 | 288,800 | 47,743 CHF | 50,631 CHF | 99.61% | 99.61% |
03/07/2024 | 5.28% | 0.17 CHF | 0.18 CHF | 290,000 | 290,000 | 290,661 | 290,661 | 53,841 CHF | 56,747 CHF | 100.00% | 100.00% |
02/07/2024 | 4.91% | 0.20 CHF | 0.21 CHF | 295,000 | 295,000 | 293,783 | 293,783 | 58,498 CHF | 61,436 CHF | 99.99% | 99.99% |