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 | 6.14% | 0.23 CHF | 0.24 CHF | 220,000 | 100,000 | 224,478 | 100,000 | 50,597 CHF | 23,976 CHF | 99.72% | 99.72% |
12/07/2024 | 6.06% | 0.21 CHF | 0.23 CHF | 240,000 | 100,000 | 241,381 | 100,000 | 50,322 CHF | 22,159 CHF | 82.25% | 82.25% |
11/07/2024 | 7.28% | 0.20 CHF | 0.21 CHF | 250,000 | 100,000 | 252,924 | 100,000 | 50,405 CHF | 21,466 CHF | 93.83% | 93.83% |
10/07/2024 | 7.05% | 0.21 CHF | 0.23 CHF | 240,000 | 100,000 | 252,783 | 100,000 | 50,531 CHF | 21,485 CHF | 93.06% | 93.06% |
09/07/2024 | 7.55% | 0.20 CHF | 0.21 CHF | 250,000 | 100,000 | 259,074 | 100,000 | 50,590 CHF | 21,074 CHF | 100.00% | 100.00% |
08/07/2024 | 6.56% | 0.20 CHF | 0.21 CHF | 250,000 | 100,000 | 244,015 | 100,000 | 50,239 CHF | 21,993 CHF | 93.06% | 93.06% |
05/07/2024 | 5.05% | 0.21 CHF | 0.23 CHF | 240,000 | 100,000 | 240,060 | 100,000 | 50,398 CHF | 22,083 CHF | 96.72% | 96.72% |
04/07/2024 | 6.70% | 0.21 CHF | 0.22 CHF | 240,000 | 100,000 | 225,905 | 95,658 | 46,795 CHF | 21,103 CHF | 100.00% | 100.00% |
03/07/2024 | 10.42% | 0.21 CHF | 0.23 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 10,858 CHF | 12,057 CHF | 100.00% | 100.00% |
02/07/2024 | 10.26% | 0.24 CHF | 0.26 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 11,808 CHF | 13,079 CHF | 100.00% | 100.00% |