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 | 4.80% | 0.19 CHF | 0.20 CHF | 600,000 | 150,000 | 600,000 | 150,000 | 122,413 CHF | 32,103 CHF | 99.27% | 99.27% |
12/07/2024 | 4.25% | 0.23 CHF | 0.24 CHF | 600,000 | 150,000 | 600,000 | 150,000 | 138,329 CHF | 36,082 CHF | 99.27% | 99.27% |
11/07/2024 | 4.80% | 0.23 CHF | 0.24 CHF | 600,000 | 150,000 | 600,000 | 150,000 | 122,005 CHF | 32,001 CHF | 99.27% | 99.27% |
10/07/2024 | 5.73% | 0.18 CHF | 0.19 CHF | 600,000 | 150,000 | 600,000 | 150,000 | 101,873 CHF | 26,968 CHF | 99.27% | 99.27% |
09/07/2024 | 5.25% | 0.18 CHF | 0.19 CHF | 600,000 | 150,000 | 600,000 | 150,000 | 111,278 CHF | 29,320 CHF | 99.27% | 99.27% |
08/07/2024 | 4.88% | 0.18 CHF | 0.19 CHF | 600,000 | 150,000 | 600,000 | 150,000 | 120,056 CHF | 31,514 CHF | 99.22% | 99.22% |
05/07/2024 | 5.30% | 0.20 CHF | 0.21 CHF | 600,000 | 150,000 | 600,000 | 150,000 | 110,396 CHF | 29,099 CHF | 99.27% | 99.27% |
04/07/2024 | 6.10% | 0.17 CHF | 0.18 CHF | 600,000 | 150,000 | 600,000 | 150,000 | 95,472 CHF | 25,368 CHF | 99.27% | 99.27% |
03/07/2024 | 5.87% | 0.16 CHF | 0.17 CHF | 600,000 | 150,000 | 600,000 | 150,000 | 99,205 CHF | 26,301 CHF | 99.27% | 99.27% |
02/07/2024 | 6.03% | 0.16 CHF | 0.17 CHF | 600,000 | 150,000 | 600,000 | 150,000 | 96,614 CHF | 25,653 CHF | 99.27% | 99.27% |