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 | 6.19% | 0.15 CHF | 0.16 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 141,334 CHF | 50,111 CHF | 93.54% | 93.54% |
12/07/2024 | 6.25% | 0.17 CHF | 0.18 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 139,813 CHF | 49,604 CHF | 93.27% | 93.27% |
11/07/2024 | 6.84% | 0.14 CHF | 0.15 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 127,272 CHF | 45,424 CHF | 94.61% | 94.61% |
10/07/2024 | 6.37% | 0.16 CHF | 0.17 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 136,871 CHF | 48,624 CHF | 96.13% | 96.13% |
09/07/2024 | 5.66% | 0.16 CHF | 0.17 CHF | 900,000 | 300,000 | 838,403 | 279,468 | 143,771 CHF | 50,718 CHF | 91.41% | 91.41% |
08/07/2024 | 5.57% | 0.17 CHF | 0.18 CHF | 900,000 | 300,000 | 896,590 | 298,863 | 156,644 CHF | 55,203 CHF | 95.75% | 95.75% |
05/07/2024 | 5.36% | 0.17 CHF | 0.18 CHF | 900,000 | 300,000 | 829,716 | 276,572 | 150,364 CHF | 52,887 CHF | 92.61% | 92.61% |
04/07/2024 | 5.49% | 0.18 CHF | 0.19 CHF | 900,000 | 300,000 | 891,069 | 297,023 | 157,960 CHF | 55,623 CHF | 90.48% | 90.48% |
03/07/2024 | 5.47% | 0.18 CHF | 0.19 CHF | 900,000 | 300,000 | 898,782 | 299,594 | 159,922 CHF | 56,303 CHF | 97.10% | 97.10% |
02/07/2024 | 4.95% | 0.20 CHF | 0.21 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 147,697 CHF | 51,733 CHF | 94.84% | 94.84% |