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 | 4.27% | 0.22 CHF | 0.23 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 137,709 CHF | 47,903 CHF | 98.91% | 98.91% |
12/07/2024 | 4.84% | 0.27 CHF | 0.28 CHF | 600,000 | 200,000 | 710,006 | 236,669 | 143,454 CHF | 50,185 CHF | 98.98% | 98.98% |
11/07/2024 | 5.90% | 0.18 CHF | 0.19 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 123,719 CHF | 43,740 CHF | 98.98% | 98.98% |
10/07/2024 | 6.79% | 0.16 CHF | 0.17 CHF | 750,000 | 250,000 | 875,959 | 291,986 | 124,785 CHF | 44,515 CHF | 99.15% | 99.15% |
09/07/2024 | 6.69% | 0.12 CHF | 0.13 CHF | 900,000 | 300,000 | 863,356 | 287,785 | 125,091 CHF | 44,575 CHF | 99.08% | 99.08% |
08/07/2024 | 5.29% | 0.18 CHF | 0.19 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 138,146 CHF | 48,549 CHF | 99.07% | 99.07% |
05/07/2024 | 4.76% | 0.18 CHF | 0.19 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 154,793 CHF | 54,098 CHF | 99.00% | 99.00% |
04/07/2024 | 5.32% | 0.19 CHF | 0.20 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 137,229 CHF | 48,243 CHF | 99.07% | 99.07% |
03/07/2024 | 5.66% | 0.18 CHF | 0.19 CHF | 750,000 | 250,000 | 778,561 | 259,520 | 133,519 CHF | 47,102 CHF | 99.12% | 99.12% |
02/07/2024 | 5.85% | 0.17 CHF | 0.18 CHF | 900,000 | 300,000 | 833,182 | 277,727 | 137,992 CHF | 48,775 CHF | 99.18% | 99.18% |