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 | 5.10% | 0.18 CHF | 0.19 CHF | 300,000 | 298,000 | 270,947 | 270,947 | 51,734 CHF | 54,443 CHF | 95.98% | 95.98% |
12/07/2024 | 5.47% | 0.21 CHF | 0.22 CHF | 250,000 | 250,000 | 294,126 | 294,126 | 52,305 CHF | 55,246 CHF | 99.09% | 99.09% |
11/07/2024 | 5.33% | 0.18 CHF | 0.19 CHF | 300,000 | 300,000 | 292,841 | 292,841 | 53,500 CHF | 56,429 CHF | 97.70% | 97.70% |
10/07/2024 | 5.42% | 0.18 CHF | 0.19 CHF | 300,000 | 300,000 | 300,179 | 300,179 | 53,907 CHF | 56,909 CHF | 95.49% | 95.49% |
09/07/2024 | 5.32% | 0.16 CHF | 0.17 CHF | 300,000 | 300,000 | 284,393 | 284,393 | 52,103 CHF | 54,947 CHF | 99.06% | 99.06% |
08/07/2024 | 4.77% | 0.19 CHF | 0.20 CHF | 275,000 | 275,000 | 252,313 | 252,313 | 51,608 CHF | 54,131 CHF | 99.22% | 99.22% |
05/07/2024 | 4.79% | 0.21 CHF | 0.22 CHF | 250,000 | 250,000 | 254,251 | 254,250 | 51,815 CHF | 54,357 CHF | 80.55% | 80.55% |
04/07/2024 | 5.69% | 0.18 CHF | 0.19 CHF | 300,000 | 300,000 | 300,733 | 300,733 | 51,344 CHF | 54,352 CHF | 99.39% | 99.39% |
03/07/2024 | 5.82% | 0.16 CHF | 0.17 CHF | 325,000 | 325,000 | 308,360 | 308,360 | 51,418 CHF | 54,502 CHF | 98.63% | 98.63% |
02/07/2024 | 6.27% | 0.15 CHF | 0.16 CHF | 350,000 | 350,000 | 338,215 | 338,215 | 52,214 CHF | 55,596 CHF | 99.05% | 99.05% |