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 | 5.87% | 0.16 CHF | 0.17 CHF | 900,000 | 300,000 | 765,906 | 255,302 | 126,589 CHF | 44,749 CHF | 99.17% | 99.17% |
12/07/2024 | 6.06% | 0.15 CHF | 0.16 CHF | 900,000 | 300,000 | 797,695 | 265,898 | 127,529 CHF | 45,169 CHF | 99.17% | 99.17% |
11/07/2024 | 5.87% | 0.18 CHF | 0.19 CHF | 750,000 | 250,000 | 783,060 | 261,020 | 129,686 CHF | 45,839 CHF | 99.16% | 99.16% |
10/07/2024 | 6.19% | 0.15 CHF | 0.16 CHF | 900,000 | 300,000 | 806,702 | 268,901 | 126,114 CHF | 44,727 CHF | 99.16% | 99.16% |
09/07/2024 | 5.70% | 0.16 CHF | 0.17 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 128,114 CHF | 45,205 CHF | 99.17% | 99.17% |
08/07/2024 | 5.38% | 0.17 CHF | 0.18 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 135,785 CHF | 47,762 CHF | 99.16% | 99.16% |
05/07/2024 | 5.16% | 0.19 CHF | 0.20 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 141,582 CHF | 49,694 CHF | 99.15% | 99.15% |
04/07/2024 | 5.78% | 0.17 CHF | 0.18 CHF | 750,000 | 250,000 | 750,302 | 250,101 | 126,169 CHF | 44,557 CHF | 99.17% | 99.17% |
03/07/2024 | 6.76% | 0.14 CHF | 0.15 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 128,850 CHF | 45,950 CHF | 99.15% | 99.15% |
02/07/2024 | 7.94% | 0.13 CHF | 0.14 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 109,277 CHF | 39,426 CHF | 99.17% | 99.17% |