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 | 4.04% | 0.23 CHF | 0.24 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 182,085 CHF | 63,195 CHF | 99.38% | 99.38% |
12/07/2024 | 4.15% | 0.23 CHF | 0.24 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 176,841 CHF | 61,447 CHF | 99.38% | 99.38% |
11/07/2024 | 4.18% | 0.23 CHF | 0.24 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 175,808 CHF | 61,103 CHF | 99.37% | 99.37% |
10/07/2024 | 4.73% | 0.22 CHF | 0.23 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 155,147 CHF | 54,216 CHF | 99.37% | 99.37% |
09/07/2024 | 4.75% | 0.19 CHF | 0.20 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 154,336 CHF | 53,945 CHF | 99.38% | 99.38% |
08/07/2024 | 4.66% | 0.20 CHF | 0.21 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 157,358 CHF | 54,953 CHF | 99.38% | 99.38% |
05/07/2024 | 4.82% | 0.20 CHF | 0.21 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 152,124 CHF | 53,208 CHF | 99.38% | 99.38% |
04/07/2024 | 4.84% | 0.20 CHF | 0.21 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 151,241 CHF | 52,914 CHF | 98.82% | 98.82% |
03/07/2024 | 5.28% | 0.19 CHF | 0.20 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 138,303 CHF | 48,601 CHF | 99.37% | 99.37% |
02/07/2024 | 5.70% | 0.18 CHF | 0.19 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 127,969 CHF | 45,156 CHF | 99.38% | 99.38% |