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 | 5.18% | 0.19 CHF | 0.20 CHF | 900,000 | 300,000 | 848,719 | 282,906 | 159,613 CHF | 56,034 CHF | 99.32% | 99.32% |
12/07/2024 | 4.92% | 0.20 CHF | 0.21 CHF | 750,000 | 250,000 | 757,055 | 252,352 | 150,214 CHF | 52,595 CHF | 99.31% | 99.31% |
11/07/2024 | 5.41% | 0.18 CHF | 0.19 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 161,898 CHF | 56,966 CHF | 99.30% | 99.30% |
10/07/2024 | 5.02% | 0.19 CHF | 0.20 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 174,821 CHF | 61,274 CHF | 99.37% | 99.37% |
09/07/2024 | 4.86% | 0.20 CHF | 0.21 CHF | 900,000 | 300,000 | 828,128 | 276,043 | 166,114 CHF | 58,132 CHF | 99.41% | 99.41% |
08/07/2024 | 3.81% | 0.25 CHF | 0.26 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 193,335 CHF | 66,945 CHF | 99.38% | 99.38% |
05/07/2024 | 3.53% | 0.26 CHF | 0.27 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 208,795 CHF | 72,098 CHF | 99.39% | 99.39% |
04/07/2024 | 3.52% | 0.29 CHF | 0.30 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 209,184 CHF | 72,228 CHF | 99.37% | 99.37% |
03/07/2024 | 3.73% | 0.26 CHF | 0.27 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 197,205 CHF | 68,235 CHF | 99.37% | 99.37% |
02/07/2024 | 4.04% | 0.25 CHF | 0.26 CHF | 750,000 | 250,000 | 750,087 | 250,029 | 182,060 CHF | 63,187 CHF | 99.40% | 99.40% |