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 | 5.40% | 0.18 CHF | 0.19 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 162,184 CHF | 57,061 CHF | 99.27% | 99.27% |
12/07/2024 | 5.45% | 0.18 CHF | 0.19 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 160,735 CHF | 56,578 CHF | 99.27% | 99.27% |
11/07/2024 | 5.22% | 0.20 CHF | 0.21 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 168,001 CHF | 59,000 CHF | 99.27% | 99.27% |
10/07/2024 | 6.27% | 0.16 CHF | 0.17 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 139,358 CHF | 49,453 CHF | 99.27% | 99.27% |
09/07/2024 | 6.09% | 0.16 CHF | 0.17 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 143,403 CHF | 50,801 CHF | 99.27% | 99.27% |
08/07/2024 | 5.43% | 0.17 CHF | 0.18 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 161,437 CHF | 56,813 CHF | 99.25% | 99.25% |
05/07/2024 | 4.93% | 0.19 CHF | 0.20 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 178,217 CHF | 62,406 CHF | 99.27% | 99.27% |
04/07/2024 | 5.07% | 0.20 CHF | 0.21 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 173,083 CHF | 60,694 CHF | 99.27% | 99.27% |
03/07/2024 | 5.30% | 0.19 CHF | 0.20 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 165,406 CHF | 58,135 CHF | 99.27% | 99.27% |
02/07/2024 | 6.39% | 0.16 CHF | 0.17 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 136,653 CHF | 48,551 CHF | 99.27% | 99.27% |