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 | 4.54% | 0.20 CHF | 0.21 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 161,740 CHF | 56,413 CHF | 99.17% | 99.17% |
12/07/2024 | 4.72% | 0.22 CHF | 0.23 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 155,531 CHF | 54,344 CHF | 99.17% | 99.17% |
11/07/2024 | 4.98% | 0.20 CHF | 0.21 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 146,984 CHF | 51,495 CHF | 99.16% | 99.16% |
10/07/2024 | 5.19% | 0.19 CHF | 0.20 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 140,802 CHF | 49,434 CHF | 99.16% | 99.16% |
09/07/2024 | 5.56% | 0.16 CHF | 0.17 CHF | 900,000 | 300,000 | 784,739 | 261,580 | 137,034 CHF | 48,294 CHF | 99.17% | 99.17% |
08/07/2024 | 5.15% | 0.18 CHF | 0.19 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 141,886 CHF | 49,796 CHF | 99.16% | 99.16% |
05/07/2024 | 4.93% | 0.18 CHF | 0.19 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 148,520 CHF | 52,007 CHF | 99.15% | 99.15% |
04/07/2024 | 4.97% | 0.20 CHF | 0.21 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 147,148 CHF | 51,549 CHF | 99.17% | 99.17% |
03/07/2024 | 5.10% | 0.19 CHF | 0.20 CHF | 750,000 | 250,000 | 755,153 | 251,718 | 144,347 CHF | 50,633 CHF | 99.15% | 99.15% |
02/07/2024 | 6.19% | 0.16 CHF | 0.17 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 140,978 CHF | 49,993 CHF | 99.17% | 99.17% |