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 | 6.47% | 0.16 CHF | 0.17 CHF | 370,000 | 370,000 | 119,845 | 119,845 | 18,578 CHF | 19,782 CHF | 98.87% | 98.87% |
12/07/2024 | 6.29% | 0.16 CHF | 0.17 CHF | 370,000 | 370,000 | 118,851 | 118,851 | 19,053 CHF | 20,247 CHF | 100.00% | 100.00% |
11/07/2024 | 5.30% | 0.18 CHF | 0.19 CHF | 360,000 | 360,000 | 116,202 | 116,202 | 22,447 CHF | 23,625 CHF | 99.97% | 99.97% |
10/07/2024 | 4.95% | 0.19 CHF | 0.20 CHF | 360,000 | 360,000 | 117,264 | 117,264 | 23,392 CHF | 24,570 CHF | 99.90% | 99.90% |
09/07/2024 | 4.88% | 0.23 CHF | 0.24 CHF | 350,000 | 350,000 | 115,001 | 115,001 | 25,036 CHF | 26,193 CHF | 99.98% | 99.98% |
08/07/2024 | 4.98% | 0.20 CHF | 0.21 CHF | 360,000 | 360,000 | 117,116 | 117,116 | 23,927 CHF | 25,104 CHF | 99.98% | 99.98% |
05/07/2024 | 4.82% | 0.21 CHF | 0.22 CHF | 360,000 | 360,000 | 117,432 | 117,432 | 24,103 CHF | 25,281 CHF | 99.70% | 99.70% |
04/07/2024 | 4.75% | 0.20 CHF | 0.21 CHF | 80,000 | 80,000 | 58,816 | 58,816 | 12,009 CHF | 12,598 CHF | 94.02% | 94.02% |
03/07/2024 | 4.47% | 0.21 CHF | 0.22 CHF | 360,000 | 360,000 | 112,892 | 112,892 | 25,020 CHF | 26,154 CHF | 99.52% | 99.52% |
02/07/2024 | 5.06% | 0.22 CHF | 0.23 CHF | 350,000 | 350,000 | 114,856 | 114,856 | 23,915 CHF | 25,070 CHF | 99.99% | 99.99% |