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 | 4.29% | 0.22 CHF | 0.23 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 137,220 CHF | 47,740 CHF | 94.03% | 94.03% |
12/07/2024 | 3.83% | 0.27 CHF | 0.28 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 153,730 CHF | 53,243 CHF | 94.75% | 94.75% |
11/07/2024 | 4.07% | 0.26 CHF | 0.27 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 145,471 CHF | 50,490 CHF | 94.69% | 94.69% |
10/07/2024 | 4.77% | 0.20 CHF | 0.21 CHF | 600,000 | 200,000 | 604,913 | 201,638 | 123,879 CHF | 43,309 CHF | 97.29% | 97.29% |
09/07/2024 | 4.90% | 0.19 CHF | 0.20 CHF | 600,000 | 200,000 | 614,390 | 204,797 | 122,283 CHF | 42,809 CHF | 97.86% | 97.86% |
08/07/2024 | 4.63% | 0.20 CHF | 0.21 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 126,912 CHF | 44,304 CHF | 95.96% | 95.96% |
05/07/2024 | 4.42% | 0.23 CHF | 0.24 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 132,684 CHF | 46,228 CHF | 95.10% | 95.10% |
04/07/2024 | 4.55% | 0.22 CHF | 0.23 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 128,852 CHF | 44,951 CHF | 94.73% | 94.73% |
03/07/2024 | 4.87% | 0.22 CHF | 0.23 CHF | 600,000 | 200,000 | 654,142 | 218,047 | 130,794 CHF | 45,778 CHF | 97.28% | 97.28% |
02/07/2024 | 4.88% | 0.20 CHF | 0.21 CHF | 600,000 | 200,000 | 671,525 | 223,842 | 134,311 CHF | 47,009 CHF | 96.35% | 96.35% |