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 | 6.26% | 0.15 CHF | 0.16 CHF | 325,000 | 325,000 | 335,910 | 335,914 | 51,977 CHF | 55,337 CHF | 99.04% | 99.04% |
12/07/2024 | 5.77% | 0.17 CHF | 0.18 CHF | 300,000 | 300,000 | 305,890 | 305,890 | 51,486 CHF | 54,545 CHF | 98.81% | 98.81% |
11/07/2024 | 5.09% | 0.17 CHF | 0.18 CHF | 300,000 | 300,000 | 265,539 | 265,539 | 50,794 CHF | 53,450 CHF | 97.67% | 97.67% |
10/07/2024 | 4.81% | 0.22 CHF | 0.23 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 50,710 CHF | 53,210 CHF | 95.16% | 95.16% |
09/07/2024 | 4.81% | 0.20 CHF | 0.21 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 50,808 CHF | 53,308 CHF | 98.67% | 98.67% |
08/07/2024 | 5.17% | 0.21 CHF | 0.22 CHF | 250,000 | 250,000 | 282,624 | 282,624 | 53,183 CHF | 56,009 CHF | 98.55% | 98.55% |
05/07/2024 | 4.95% | 0.19 CHF | 0.20 CHF | 275,000 | 275,000 | 259,240 | 259,240 | 51,050 CHF | 53,642 CHF | 99.16% | 99.16% |
04/07/2024 | 5.13% | 0.19 CHF | 0.20 CHF | 275,000 | 275,000 | 274,371 | 274,371 | 52,137 CHF | 54,880 CHF | 99.17% | 99.17% |
03/07/2024 | 4.65% | 0.20 CHF | 0.21 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 52,511 CHF | 55,011 CHF | 98.44% | 98.44% |
02/07/2024 | 4.13% | 0.23 CHF | 0.24 CHF | 250,000 | 250,000 | 221,359 | 221,359 | 52,395 CHF | 54,609 CHF | 98.84% | 98.84% |