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 | 3.88% | 0.24 CHF | 0.25 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 151,773 CHF | 52,591 CHF | 99.17% | 99.17% |
12/07/2024 | 3.96% | 0.24 CHF | 0.25 CHF | 600,000 | 200,000 | 603,045 | 201,015 | 149,690 CHF | 51,907 CHF | 99.17% | 99.17% |
11/07/2024 | 3.86% | 0.27 CHF | 0.28 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 153,163 CHF | 53,054 CHF | 99.16% | 99.16% |
10/07/2024 | 4.06% | 0.23 CHF | 0.24 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 145,067 CHF | 50,356 CHF | 99.17% | 99.17% |
09/07/2024 | 3.77% | 0.25 CHF | 0.26 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 156,263 CHF | 54,088 CHF | 99.17% | 99.17% |
08/07/2024 | 3.57% | 0.25 CHF | 0.26 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 165,394 CHF | 57,131 CHF | 99.16% | 99.16% |
05/07/2024 | 3.46% | 0.28 CHF | 0.29 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 170,576 CHF | 58,859 CHF | 99.15% | 99.15% |
04/07/2024 | 3.84% | 0.26 CHF | 0.27 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 153,126 CHF | 53,042 CHF | 99.17% | 99.17% |
03/07/2024 | 4.43% | 0.22 CHF | 0.23 CHF | 750,000 | 250,000 | 692,588 | 230,863 | 152,709 CHF | 53,212 CHF | 99.15% | 99.15% |
02/07/2024 | 5.16% | 0.21 CHF | 0.22 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 141,925 CHF | 49,809 CHF | 99.17% | 99.17% |