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 | 3.92% | 0.23 CHF | 0.24 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 150,348 CHF | 52,116 CHF | 99.17% | 99.17% |
12/07/2024 | 4.33% | 0.25 CHF | 0.26 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 136,225 CHF | 47,408 CHF | 99.17% | 99.17% |
11/07/2024 | 4.36% | 0.24 CHF | 0.25 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 134,706 CHF | 46,902 CHF | 99.17% | 99.17% |
10/07/2024 | 4.46% | 0.23 CHF | 0.24 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 131,577 CHF | 45,859 CHF | 99.17% | 99.17% |
09/07/2024 | 4.52% | 0.20 CHF | 0.21 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 129,849 CHF | 45,283 CHF | 99.17% | 99.17% |
08/07/2024 | 4.65% | 0.21 CHF | 0.22 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 126,217 CHF | 44,072 CHF | 99.16% | 99.16% |
05/07/2024 | 4.00% | 0.24 CHF | 0.25 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 147,134 CHF | 51,045 CHF | 99.15% | 99.15% |
04/07/2024 | 4.09% | 0.25 CHF | 0.26 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 143,889 CHF | 49,963 CHF | 99.17% | 99.17% |
03/07/2024 | 4.17% | 0.26 CHF | 0.27 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 141,251 CHF | 49,084 CHF | 99.15% | 99.15% |
02/07/2024 | 4.24% | 0.22 CHF | 0.23 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 138,731 CHF | 48,244 CHF | 99.17% | 99.17% |