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 | 6.33% | 0.15 CHF | 0.16 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 91,871 CHF | 32,624 CHF | 99.61% | 99.61% |
12/07/2024 | 6.00% | 0.15 CHF | 0.16 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 97,152 CHF | 34,384 CHF | 99.60% | 99.60% |
11/07/2024 | 6.19% | 0.15 CHF | 0.16 CHF | 600,000 | 200,000 | 629,015 | 209,672 | 98,378 CHF | 34,889 CHF | 98.55% | 98.55% |
10/07/2024 | 6.11% | 0.16 CHF | 0.17 CHF | 600,000 | 200,000 | 601,215 | 200,405 | 95,377 CHF | 33,797 CHF | 99.62% | 99.62% |
09/07/2024 | 6.08% | 0.16 CHF | 0.17 CHF | 600,000 | 200,000 | 602,033 | 200,678 | 96,075 CHF | 34,032 CHF | 99.59% | 99.59% |
08/07/2024 | 5.78% | 0.17 CHF | 0.18 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 100,811 CHF | 35,604 CHF | 99.58% | 99.58% |
05/07/2024 | 4.76% | 0.19 CHF | 0.20 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 123,372 CHF | 43,124 CHF | 99.57% | 99.57% |
04/07/2024 | 4.52% | 0.23 CHF | 0.24 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 129,807 CHF | 45,269 CHF | 99.37% | 99.37% |
03/07/2024 | 5.04% | 0.19 CHF | 0.20 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 116,054 CHF | 40,685 CHF | 99.58% | 99.58% |
02/07/2024 | 4.65% | 0.20 CHF | 0.21 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 126,268 CHF | 44,089 CHF | 99.59% | 99.59% |