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 | 4.84% | 0.19 CHF | 0.20 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 60,520 CHF | 21,174 CHF | 99.27% | 99.27% |
12/07/2024 | 4.26% | 0.22 CHF | 0.23 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 68,940 CHF | 23,980 CHF | 99.27% | 99.27% |
11/07/2024 | 4.37% | 0.22 CHF | 0.23 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 67,155 CHF | 23,385 CHF | 99.27% | 99.27% |
10/07/2024 | 4.49% | 0.23 CHF | 0.24 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 65,428 CHF | 22,809 CHF | 99.27% | 99.27% |
09/07/2024 | 5.01% | 0.21 CHF | 0.22 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 58,426 CHF | 20,475 CHF | 99.27% | 99.27% |
08/07/2024 | 5.38% | 0.18 CHF | 0.19 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 54,317 CHF | 19,106 CHF | 99.25% | 99.25% |
05/07/2024 | 5.26% | 0.18 CHF | 0.19 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 55,614 CHF | 19,538 CHF | 99.27% | 99.27% |
04/07/2024 | 5.19% | 0.19 CHF | 0.20 CHF | 300,000 | 100,000 | 313,279 | 104,426 | 58,753 CHF | 20,629 CHF | 99.27% | 99.27% |
03/07/2024 | 5.32% | 0.18 CHF | 0.19 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 54,918 CHF | 19,306 CHF | 99.27% | 99.27% |
02/07/2024 | 5.18% | 0.18 CHF | 0.19 CHF | 450,000 | 150,000 | 343,990 | 114,663 | 64,366 CHF | 22,602 CHF | 99.27% | 99.27% |