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 | 4.02% | 0.23 CHF | 0.24 CHF | 750,000 | 150,000 | 750,000 | 150,000 | 183,101 CHF | 38,120 CHF | 99.17% | 99.17% |
12/07/2024 | 4.07% | 0.27 CHF | 0.28 CHF | 750,000 | 150,000 | 750,000 | 150,000 | 181,179 CHF | 37,736 CHF | 99.17% | 99.17% |
11/07/2024 | 4.50% | 0.24 CHF | 0.25 CHF | 750,000 | 150,000 | 750,000 | 150,000 | 163,446 CHF | 34,189 CHF | 99.17% | 99.17% |
10/07/2024 | 4.74% | 0.20 CHF | 0.21 CHF | 750,000 | 150,000 | 750,000 | 150,000 | 154,745 CHF | 32,449 CHF | 99.17% | 99.17% |
09/07/2024 | 5.13% | 0.19 CHF | 0.20 CHF | 750,000 | 150,000 | 750,000 | 150,000 | 142,733 CHF | 30,047 CHF | 99.17% | 99.17% |
08/07/2024 | 5.60% | 0.18 CHF | 0.19 CHF | 750,000 | 150,000 | 750,000 | 150,000 | 130,497 CHF | 27,599 CHF | 99.16% | 99.16% |
05/07/2024 | 5.38% | 0.16 CHF | 0.17 CHF | 750,000 | 150,000 | 750,000 | 150,000 | 136,549 CHF | 28,810 CHF | 99.16% | 99.16% |
04/07/2024 | 5.73% | 0.18 CHF | 0.19 CHF | 750,000 | 150,000 | 750,000 | 150,000 | 127,242 CHF | 26,949 CHF | 99.17% | 99.17% |
03/07/2024 | 6.20% | 0.15 CHF | 0.16 CHF | 750,000 | 150,000 | 750,000 | 150,000 | 117,427 CHF | 24,985 CHF | 99.17% | 99.17% |
02/07/2024 | 6.24% | 0.17 CHF | 0.18 CHF | 750,000 | 150,000 | 750,000 | 150,000 | 116,890 CHF | 24,878 CHF | 99.16% | 99.16% |