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 | 5.24% | 0.20 CHF | 0.21 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 111,577 CHF | 39,192 CHF | 98.69% | 98.69% |
12/07/2024 | 4.38% | 0.23 CHF | 0.24 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 134,038 CHF | 46,679 CHF | 98.81% | 98.81% |
11/07/2024 | 4.99% | 0.21 CHF | 0.22 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 117,373 CHF | 41,125 CHF | 98.81% | 98.81% |
10/07/2024 | 4.90% | 0.20 CHF | 0.21 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 119,506 CHF | 41,836 CHF | 98.73% | 98.73% |
09/07/2024 | 4.85% | 0.20 CHF | 0.21 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 120,952 CHF | 42,317 CHF | 98.78% | 98.78% |
08/07/2024 | 4.34% | 0.24 CHF | 0.25 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 135,543 CHF | 47,181 CHF | 98.76% | 98.76% |
05/07/2024 | 3.33% | 0.27 CHF | 0.28 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 177,624 CHF | 61,208 CHF | 98.77% | 98.77% |
04/07/2024 | 3.33% | 0.31 CHF | 0.32 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 177,198 CHF | 61,066 CHF | 98.74% | 98.74% |
03/07/2024 | 3.12% | 0.32 CHF | 0.33 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 189,503 CHF | 65,168 CHF | 98.83% | 98.83% |
02/07/2024 | 4.49% | 0.23 CHF | 0.24 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 130,759 CHF | 45,586 CHF | 98.71% | 98.71% |