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 | 4.26% | 0.22 CHF | 0.23 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 103,546 CHF | 36,015 CHF | 99.27% | 99.27% |
12/07/2024 | 4.49% | 0.23 CHF | 0.24 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 98,097 CHF | 34,199 CHF | 99.27% | 99.27% |
11/07/2024 | 4.97% | 0.21 CHF | 0.22 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 88,484 CHF | 30,995 CHF | 99.27% | 99.27% |
10/07/2024 | 5.23% | 0.19 CHF | 0.20 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 83,778 CHF | 29,426 CHF | 99.27% | 99.27% |
09/07/2024 | 4.75% | 0.18 CHF | 0.19 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 92,909 CHF | 32,470 CHF | 99.27% | 99.27% |
08/07/2024 | 4.69% | 0.20 CHF | 0.21 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 93,723 CHF | 32,741 CHF | 99.22% | 99.22% |
05/07/2024 | 4.54% | 0.22 CHF | 0.23 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 97,039 CHF | 33,846 CHF | 99.27% | 99.27% |
04/07/2024 | 5.12% | 0.19 CHF | 0.20 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 85,660 CHF | 30,053 CHF | 99.27% | 99.27% |
03/07/2024 | 5.83% | 0.17 CHF | 0.18 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 74,969 CHF | 26,490 CHF | 99.27% | 99.27% |
02/07/2024 | 6.77% | 0.16 CHF | 0.17 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 64,309 CHF | 22,936 CHF | 99.27% | 99.27% |