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 | 4.69% | 0.19 CHF | 0.20 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 187,984 CHF | 65,661 CHF | 96.45% | 96.45% |
12/07/2024 | 4.62% | 0.23 CHF | 0.24 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 190,582 CHF | 66,527 CHF | 97.81% | 97.81% |
11/07/2024 | 4.61% | 0.22 CHF | 0.23 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 190,977 CHF | 66,659 CHF | 97.90% | 97.90% |
10/07/2024 | 5.16% | 0.20 CHF | 0.21 CHF | 900,000 | 300,000 | 976,884 | 376,884 | 184,308 CHF | 74,806 CHF | 96.79% | 96.79% |
09/07/2024 | 5.41% | 0.18 CHF | 0.19 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 179,856 CHF | 75,942 CHF | 94.88% | 94.88% |
08/07/2024 | 5.13% | 0.18 CHF | 0.19 CHF | 1,000,000 | 400,000 | 997,848 | 397,848 | 189,477 CHF | 79,515 CHF | 95.80% | 95.80% |
05/07/2024 | 4.87% | 0.19 CHF | 0.20 CHF | 1,000,000 | 400,000 | 930,863 | 330,863 | 186,579 CHF | 69,501 CHF | 97.73% | 97.73% |
04/07/2024 | 4.65% | 0.21 CHF | 0.22 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 189,014 CHF | 66,005 CHF | 90.54% | 90.54% |
03/07/2024 | 4.89% | 0.21 CHF | 0.22 CHF | 900,000 | 300,000 | 963,827 | 363,827 | 192,334 CHF | 76,190 CHF | 95.94% | 95.94% |
02/07/2024 | 5.71% | 0.18 CHF | 0.19 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 170,334 CHF | 72,133 CHF | 98.90% | 98.90% |