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 | 5.34% | 0.17 CHF | 0.18 CHF | 900,000 | 150,000 | 900,000 | 150,000 | 164,360 CHF | 28,893 CHF | 99.17% | 99.17% |
12/07/2024 | 5.82% | 0.17 CHF | 0.18 CHF | 900,000 | 150,000 | 900,000 | 150,000 | 150,457 CHF | 26,576 CHF | 99.17% | 99.17% |
11/07/2024 | 4.82% | 0.20 CHF | 0.21 CHF | 900,000 | 150,000 | 899,978 | 150,000 | 182,611 CHF | 31,936 CHF | 99.16% | 99.16% |
10/07/2024 | 5.16% | 0.20 CHF | 0.21 CHF | 900,000 | 150,000 | 900,000 | 150,000 | 170,093 CHF | 29,849 CHF | 99.16% | 99.16% |
09/07/2024 | 4.96% | 0.17 CHF | 0.18 CHF | 900,000 | 150,000 | 900,000 | 150,000 | 177,480 CHF | 31,080 CHF | 99.17% | 99.17% |
08/07/2024 | 5.10% | 0.17 CHF | 0.18 CHF | 900,000 | 150,000 | 900,000 | 149,976 | 172,411 CHF | 30,231 CHF | 99.16% | 99.16% |
05/07/2024 | 3.76% | 0.25 CHF | 0.26 CHF | 900,000 | 150,000 | 900,000 | 150,000 | 235,194 CHF | 40,699 CHF | 99.15% | 99.15% |
04/07/2024 | 3.19% | 0.31 CHF | 0.32 CHF | 900,000 | 150,000 | 900,000 | 150,000 | 277,837 CHF | 47,806 CHF | 99.17% | 99.17% |
03/07/2024 | 3.25% | 0.31 CHF | 0.32 CHF | 900,000 | 150,000 | 900,000 | 150,000 | 273,574 CHF | 47,096 CHF | 99.15% | 99.15% |
02/07/2024 | 3.75% | 0.26 CHF | 0.27 CHF | 900,000 | 150,000 | 900,000 | 150,000 | 235,819 CHF | 40,803 CHF | 99.17% | 99.17% |