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 | 162,216 CHF | 57,072 CHF | 99.27% | 99.27% |
12/07/2024 | 5.88% | 0.17 CHF | 0.18 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 148,719 CHF | 52,573 CHF | 99.27% | 99.27% |
11/07/2024 | 5.93% | 0.17 CHF | 0.18 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 147,275 CHF | 52,092 CHF | 99.26% | 99.26% |
10/07/2024 | 5.95% | 0.17 CHF | 0.18 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 146,776 CHF | 51,925 CHF | 99.27% | 99.27% |
09/07/2024 | 6.27% | 0.15 CHF | 0.16 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 139,294 CHF | 49,432 CHF | 99.27% | 99.27% |
08/07/2024 | 6.29% | 0.15 CHF | 0.16 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 138,780 CHF | 49,260 CHF | 99.22% | 99.22% |
05/07/2024 | 6.37% | 0.16 CHF | 0.17 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 136,990 CHF | 48,663 CHF | 99.27% | 99.27% |
04/07/2024 | 6.71% | 0.14 CHF | 0.15 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 129,809 CHF | 46,270 CHF | 99.27% | 99.27% |
03/07/2024 | 6.74% | 0.15 CHF | 0.16 CHF | 900,000 | 300,000 | 899,970 | 300,000 | 129,256 CHF | 46,087 CHF | 99.27% | 99.27% |
02/07/2024 | 7.31% | 0.13 CHF | 0.14 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 118,928 CHF | 42,643 CHF | 99.27% | 99.27% |