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 | 4.12% | 0.24 CHF | 0.25 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 356,602 CHF | 37,160 CHF | 99.27% | 99.27% |
12/07/2024 | 4.36% | 0.25 CHF | 0.26 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 337,120 CHF | 35,212 CHF | 99.27% | 99.27% |
11/07/2024 | 4.70% | 0.22 CHF | 0.23 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 311,994 CHF | 32,699 CHF | 99.27% | 99.27% |
10/07/2024 | 4.67% | 0.20 CHF | 0.21 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 314,361 CHF | 32,936 CHF | 99.27% | 99.27% |
09/07/2024 | 4.26% | 0.23 CHF | 0.24 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 344,407 CHF | 35,941 CHF | 99.27% | 99.27% |
08/07/2024 | 4.31% | 0.22 CHF | 0.23 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 340,546 CHF | 35,555 CHF | 99.21% | 99.21% |
05/07/2024 | 4.08% | 0.24 CHF | 0.25 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 360,841 CHF | 37,584 CHF | 99.27% | 99.27% |
04/07/2024 | 3.81% | 0.25 CHF | 0.26 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 385,931 CHF | 40,093 CHF | 99.27% | 99.27% |
03/07/2024 | 4.39% | 0.25 CHF | 0.26 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 336,025 CHF | 35,103 CHF | 99.27% | 99.27% |
02/07/2024 | 4.92% | 0.22 CHF | 0.23 CHF | 1,500,000 | 150,000 | 1,500,000 | 153,963 | 298,277 CHF | 32,105 CHF | 99.27% | 99.27% |