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 | 3.99% | 0.24 CHF | 0.25 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 147,398 CHF | 51,133 CHF | 99.17% | 99.17% |
12/07/2024 | 4.14% | 0.26 CHF | 0.27 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 141,957 CHF | 49,319 CHF | 99.17% | 99.17% |
11/07/2024 | 4.55% | 0.24 CHF | 0.25 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 128,893 CHF | 44,964 CHF | 99.16% | 99.16% |
10/07/2024 | 4.47% | 0.23 CHF | 0.24 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 131,591 CHF | 45,864 CHF | 99.17% | 99.17% |
09/07/2024 | 4.30% | 0.20 CHF | 0.21 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 136,605 CHF | 47,535 CHF | 99.17% | 99.17% |
08/07/2024 | 4.08% | 0.24 CHF | 0.25 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 144,145 CHF | 50,048 CHF | 99.16% | 99.16% |
05/07/2024 | 3.92% | 0.25 CHF | 0.26 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 150,550 CHF | 52,183 CHF | 99.15% | 99.15% |
04/07/2024 | 4.47% | 0.22 CHF | 0.23 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 131,245 CHF | 45,748 CHF | 99.16% | 99.16% |
03/07/2024 | 5.15% | 0.19 CHF | 0.20 CHF | 600,000 | 200,000 | 672,888 | 224,296 | 127,394 CHF | 44,708 CHF | 99.16% | 99.16% |
02/07/2024 | 6.02% | 0.18 CHF | 0.19 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 121,382 CHF | 42,961 CHF | 99.16% | 99.16% |