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 | 4.26% | 0.23 CHF | 0.24 CHF | 225,000 | 75,000 | 232,011 | 77,337 | 53,283 CHF | 18,534 CHF | 99.16% | 99.16% |
12/07/2024 | 4.15% | 0.24 CHF | 0.25 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 53,126 CHF | 18,459 CHF | 99.17% | 99.17% |
11/07/2024 | 4.36% | 0.24 CHF | 0.25 CHF | 225,000 | 75,000 | 274,643 | 91,548 | 61,505 CHF | 21,417 CHF | 99.16% | 99.16% |
10/07/2024 | 4.64% | 0.21 CHF | 0.22 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 63,266 CHF | 22,089 CHF | 99.16% | 99.16% |
09/07/2024 | 6.11% | 0.16 CHF | 0.17 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 47,595 CHF | 16,865 CHF | 99.17% | 99.17% |
08/07/2024 | 6.31% | 0.15 CHF | 0.16 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 46,075 CHF | 16,358 CHF | 99.16% | 99.16% |
05/07/2024 | 6.21% | 0.15 CHF | 0.16 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 46,857 CHF | 16,619 CHF | 99.15% | 99.15% |
04/07/2024 | 6.55% | 0.14 CHF | 0.15 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 44,360 CHF | 15,787 CHF | 99.17% | 99.17% |
03/07/2024 | 6.87% | 0.14 CHF | 0.15 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 42,193 CHF | 15,064 CHF | 99.15% | 99.15% |
02/07/2024 | 7.32% | 0.14 CHF | 0.15 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 39,485 CHF | 14,162 CHF | 99.17% | 99.17% |