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 | 5.29% | 0.17 CHF | 0.18 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 110,652 CHF | 38,884 CHF | 99.17% | 99.17% |
12/07/2024 | 5.23% | 0.17 CHF | 0.18 CHF | 600,000 | 200,000 | 600,621 | 200,207 | 112,836 CHF | 39,614 CHF | 99.17% | 99.17% |
11/07/2024 | 5.00% | 0.22 CHF | 0.23 CHF | 600,000 | 200,000 | 597,953 | 199,318 | 117,282 CHF | 41,087 CHF | 99.17% | 99.17% |
10/07/2024 | 5.43% | 0.17 CHF | 0.18 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 107,709 CHF | 37,903 CHF | 99.16% | 99.16% |
09/07/2024 | 4.84% | 0.19 CHF | 0.20 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 121,153 CHF | 42,384 CHF | 99.17% | 99.17% |
08/07/2024 | 4.47% | 0.20 CHF | 0.21 CHF | 600,000 | 200,000 | 598,648 | 199,549 | 131,329 CHF | 45,772 CHF | 99.16% | 99.16% |
05/07/2024 | 4.24% | 0.23 CHF | 0.24 CHF | 600,000 | 200,000 | 596,389 | 198,796 | 137,899 CHF | 47,955 CHF | 99.15% | 99.15% |
04/07/2024 | 4.84% | 0.21 CHF | 0.22 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 121,003 CHF | 42,334 CHF | 99.17% | 99.17% |
03/07/2024 | 5.82% | 0.17 CHF | 0.18 CHF | 600,000 | 200,000 | 605,154 | 201,718 | 101,010 CHF | 35,687 CHF | 99.15% | 99.15% |
02/07/2024 | 7.09% | 0.15 CHF | 0.16 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 102,388 CHF | 36,629 CHF | 99.17% | 99.17% |