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 | 4.47% | 0.21 CHF | 0.22 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 196,798 CHF | 68,600 CHF | 99.16% | 99.16% |
12/07/2024 | 4.60% | 0.22 CHF | 0.23 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 191,371 CHF | 66,790 CHF | 97.94% | 97.94% |
11/07/2024 | 4.46% | 0.22 CHF | 0.23 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 197,146 CHF | 68,715 CHF | 97.31% | 97.31% |
10/07/2024 | 4.47% | 0.21 CHF | 0.22 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 197,003 CHF | 68,668 CHF | 99.19% | 99.19% |
09/07/2024 | 4.34% | 0.21 CHF | 0.22 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 203,315 CHF | 70,772 CHF | 99.58% | 99.58% |
08/07/2024 | 4.25% | 0.23 CHF | 0.24 CHF | 900,000 | 300,000 | 899,119 | 299,706 | 207,074 CHF | 72,022 CHF | 99.53% | 99.53% |
05/07/2024 | 4.05% | 0.23 CHF | 0.24 CHF | 900,000 | 300,000 | 838,742 | 279,581 | 202,565 CHF | 70,317 CHF | 99.55% | 99.55% |
04/07/2024 | 4.02% | 0.25 CHF | 0.26 CHF | 900,000 | 300,000 | 890,922 | 296,974 | 217,110 CHF | 75,340 CHF | 99.57% | 99.57% |
03/07/2024 | 4.11% | 0.25 CHF | 0.26 CHF | 900,000 | 300,000 | 890,286 | 296,762 | 211,982 CHF | 73,628 CHF | 99.59% | 99.59% |
02/07/2024 | 4.21% | 0.22 CHF | 0.23 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 209,309 CHF | 72,770 CHF | 99.58% | 99.58% |