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 | 5.43% | 0.17 CHF | 0.18 CHF | 210,261 | 100,000 | 208,689 | 100,000 | 37,471 CHF | 18,959 CHF | 99.66% | 99.66% |
12/07/2024 | 5.13% | 0.20 CHF | 0.21 CHF | 207,327 | 100,000 | 207,802 | 100,000 | 39,540 CHF | 20,028 CHF | 99.01% | 99.01% |
11/07/2024 | 4.86% | 0.20 CHF | 0.21 CHF | 206,374 | 100,000 | 207,240 | 100,000 | 41,892 CHF | 21,228 CHF | 99.09% | 99.09% |
10/07/2024 | 4.80% | 0.21 CHF | 0.22 CHF | 206,735 | 100,000 | 207,542 | 100,000 | 42,285 CHF | 21,377 CHF | 100.00% | 100.00% |
09/07/2024 | 4.21% | 0.21 CHF | 0.22 CHF | 206,440 | 100,000 | 204,150 | 100,000 | 47,563 CHF | 24,308 CHF | 78.69% | 78.69% |
08/07/2024 | 3.71% | 0.25 CHF | 0.26 CHF | 200,000 | 100,000 | 193,977 | 100,000 | 51,342 CHF | 27,485 CHF | 100.00% | 100.00% |
05/07/2024 | 3.73% | 0.26 CHF | 0.27 CHF | 200,000 | 100,000 | 196,624 | 100,000 | 51,694 CHF | 27,306 CHF | 95.72% | 95.72% |
04/07/2024 | 4.02% | 0.25 CHF | 0.26 CHF | 200,000 | 100,000 | 202,856 | 100,000 | 49,413 CHF | 25,364 CHF | 54.74% | 54.74% |
03/07/2024 | 4.96% | 0.22 CHF | 0.23 CHF | 206,263 | 100,000 | 209,351 | 100,000 | 41,391 CHF | 20,786 CHF | 99.99% | 99.99% |
02/07/2024 | 7.01% | 0.15 CHF | 0.16 CHF | 213,956 | 100,000 | 215,475 | 100,000 | 30,029 CHF | 14,946 CHF | 100.00% | 100.00% |