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 | 6.71% | 0.15 CHF | 0.16 CHF | 190,000 | 190,000 | 190,000 | 190,000 | 27,434 CHF | 29,334 CHF | 100.00% | 100.00% |
12/07/2024 | 5.96% | 0.16 CHF | 0.17 CHF | 190,000 | 190,000 | 190,000 | 190,000 | 30,962 CHF | 32,862 CHF | 100.00% | 100.00% |
11/07/2024 | 4.31% | 0.22 CHF | 0.23 CHF | 200,000 | 200,000 | 199,841 | 199,841 | 45,506 CHF | 47,506 CHF | 100.00% | 100.00% |
10/07/2024 | 4.13% | 0.24 CHF | 0.25 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 47,446 CHF | 49,446 CHF | 100.00% | 100.00% |
09/07/2024 | 4.50% | 0.24 CHF | 0.25 CHF | 200,000 | 200,000 | 197,448 | 197,448 | 43,107 CHF | 45,081 CHF | 100.00% | 100.00% |
08/07/2024 | 5.39% | 0.20 CHF | 0.21 CHF | 190,000 | 190,000 | 190,000 | 190,000 | 34,381 CHF | 36,281 CHF | 100.00% | 100.00% |
05/07/2024 | 6.23% | 0.17 CHF | 0.18 CHF | 190,000 | 190,000 | 190,000 | 190,000 | 29,628 CHF | 31,528 CHF | 99.81% | 99.81% |
04/07/2024 | 6.26% | 0.15 CHF | 0.16 CHF | 190,000 | 190,000 | 190,000 | 190,000 | 29,412 CHF | 31,312 CHF | 99.49% | 99.49% |
03/07/2024 | 6.10% | 0.16 CHF | 0.17 CHF | 190,000 | 190,000 | 190,000 | 190,000 | 30,239 CHF | 32,139 CHF | 99.36% | 99.36% |
02/07/2024 | 5.01% | 0.21 CHF | 0.22 CHF | 200,000 | 200,000 | 191,398 | 191,398 | 37,274 CHF | 39,187 CHF | 100.00% | 100.00% |