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 | 5.16% | 0.18 CHF | 0.19 CHF | 450,000 | 50,000 | 450,000 | 50,000 | 85,117 CHF | 9,957 CHF | 99.17% | 99.17% |
12/07/2024 | 5.31% | 0.19 CHF | 0.20 CHF | 450,000 | 50,000 | 450,000 | 50,000 | 82,593 CHF | 9,677 CHF | 99.16% | 99.16% |
11/07/2024 | 5.24% | 0.19 CHF | 0.20 CHF | 450,000 | 50,000 | 450,000 | 50,000 | 83,834 CHF | 9,815 CHF | 99.16% | 99.16% |
10/07/2024 | 6.02% | 0.17 CHF | 0.18 CHF | 450,000 | 50,000 | 459,360 | 49,970 | 74,002 CHF | 8,561 CHF | 99.17% | 99.17% |
09/07/2024 | 4.85% | 0.18 CHF | 0.19 CHF | 450,000 | 50,000 | 450,000 | 50,000 | 90,756 CHF | 10,584 CHF | 99.17% | 99.17% |
08/07/2024 | 4.59% | 0.22 CHF | 0.23 CHF | 450,000 | 50,000 | 450,000 | 50,000 | 96,073 CHF | 11,175 CHF | 99.15% | 99.15% |
05/07/2024 | 4.67% | 0.20 CHF | 0.21 CHF | 450,000 | 50,000 | 450,000 | 50,000 | 94,253 CHF | 10,973 CHF | 99.15% | 99.15% |
04/07/2024 | 4.69% | 0.21 CHF | 0.22 CHF | 450,000 | 50,000 | 450,000 | 50,000 | 93,694 CHF | 10,910 CHF | 99.17% | 99.17% |
03/07/2024 | 4.90% | 0.21 CHF | 0.22 CHF | 450,000 | 50,000 | 450,000 | 50,000 | 89,777 CHF | 10,475 CHF | 99.15% | 99.15% |
02/07/2024 | 6.12% | 0.18 CHF | 0.19 CHF | 450,000 | 50,000 | 555,153 | 50,000 | 87,671 CHF | 8,450 CHF | 99.17% | 99.17% |