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 | 6.13% | 0.15 CHF | 0.16 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 95,268 CHF | 33,756 CHF | 99.17% | 99.17% |
12/07/2024 | 6.63% | 0.16 CHF | 0.17 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 87,683 CHF | 31,228 CHF | 99.16% | 99.16% |
11/07/2024 | 6.92% | 0.14 CHF | 0.15 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 83,786 CHF | 29,929 CHF | 99.17% | 99.17% |
10/07/2024 | 8.02% | 0.12 CHF | 0.13 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 71,920 CHF | 25,973 CHF | 99.17% | 99.17% |
09/07/2024 | 6.49% | 0.13 CHF | 0.14 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 89,754 CHF | 31,918 CHF | 99.16% | 99.16% |
08/07/2024 | 6.22% | 0.16 CHF | 0.17 CHF | 600,000 | 200,000 | 550,666 | 183,555 | 85,582 CHF | 30,363 CHF | 99.15% | 99.15% |
05/07/2024 | 6.37% | 0.15 CHF | 0.16 CHF | 600,000 | 200,000 | 597,437 | 199,146 | 90,998 CHF | 32,324 CHF | 99.15% | 99.15% |
04/07/2024 | 6.27% | 0.16 CHF | 0.17 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 92,850 CHF | 32,950 CHF | 99.17% | 99.17% |
03/07/2024 | 6.44% | 0.16 CHF | 0.17 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 90,295 CHF | 32,099 CHF | 99.15% | 99.15% |
02/07/2024 | 7.72% | 0.14 CHF | 0.15 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 74,885 CHF | 26,962 CHF | 99.17% | 99.17% |