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 | 5.09% | 0.19 CHF | 0.20 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 143,621 CHF | 50,374 CHF | 99.38% | 99.38% |
12/07/2024 | 5.23% | 0.20 CHF | 0.21 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 140,035 CHF | 49,178 CHF | 99.37% | 99.37% |
11/07/2024 | 5.59% | 0.19 CHF | 0.20 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 130,683 CHF | 46,061 CHF | 99.37% | 99.37% |
10/07/2024 | 6.10% | 0.16 CHF | 0.17 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 119,157 CHF | 42,219 CHF | 99.37% | 99.37% |
09/07/2024 | 5.73% | 0.16 CHF | 0.17 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 127,327 CHF | 44,942 CHF | 99.38% | 99.38% |
08/07/2024 | 5.57% | 0.17 CHF | 0.18 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 131,119 CHF | 46,206 CHF | 99.38% | 99.38% |
05/07/2024 | 4.92% | 0.19 CHF | 0.20 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 148,761 CHF | 52,087 CHF | 99.38% | 99.38% |
04/07/2024 | 5.11% | 0.19 CHF | 0.20 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 143,252 CHF | 50,251 CHF | 98.59% | 98.59% |
03/07/2024 | 5.48% | 0.18 CHF | 0.19 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 133,240 CHF | 46,914 CHF | 99.38% | 99.38% |
02/07/2024 | 6.22% | 0.16 CHF | 0.17 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 116,870 CHF | 41,457 CHF | 99.37% | 99.37% |