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 | 4.63% | 0.22 CHF | 0.23 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 158,429 CHF | 55,310 CHF | 99.54% | 99.54% |
12/07/2024 | 4.63% | 0.22 CHF | 0.23 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 158,377 CHF | 55,292 CHF | 99.53% | 99.53% |
11/07/2024 | 4.78% | 0.20 CHF | 0.21 CHF | 900,000 | 300,000 | 830,492 | 276,831 | 169,312 CHF | 59,206 CHF | 99.41% | 99.41% |
10/07/2024 | 5.09% | 0.19 CHF | 0.20 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 172,364 CHF | 60,455 CHF | 99.60% | 99.60% |
09/07/2024 | 5.38% | 0.17 CHF | 0.18 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 163,167 CHF | 57,389 CHF | 99.58% | 99.58% |
08/07/2024 | 3.84% | 0.23 CHF | 0.24 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 192,263 CHF | 66,588 CHF | 99.62% | 99.62% |
05/07/2024 | 3.63% | 0.27 CHF | 0.28 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 203,089 CHF | 70,196 CHF | 99.70% | 99.70% |
04/07/2024 | 3.42% | 0.29 CHF | 0.30 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 215,455 CHF | 74,318 CHF | 99.58% | 99.58% |
03/07/2024 | 4.05% | 0.25 CHF | 0.26 CHF | 750,000 | 250,000 | 752,661 | 250,887 | 182,035 CHF | 63,187 CHF | 99.50% | 99.50% |
02/07/2024 | 5.29% | 0.19 CHF | 0.20 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 165,783 CHF | 58,261 CHF | 99.60% | 99.60% |