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 | 4.94% | 0.19 CHF | 0.20 CHF | 275,000 | 275,000 | 261,168 | 261,168 | 51,535 CHF | 54,146 CHF | 99.39% | 99.39% |
12/07/2024 | 5.02% | 0.21 CHF | 0.22 CHF | 250,000 | 250,000 | 264,173 | 264,174 | 51,280 CHF | 53,922 CHF | 99.06% | 99.06% |
11/07/2024 | 5.60% | 0.18 CHF | 0.19 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 52,152 CHF | 55,152 CHF | 92.69% | 92.69% |
10/07/2024 | 6.10% | 0.17 CHF | 0.18 CHF | 325,000 | 325,000 | 328,145 | 328,145 | 52,190 CHF | 55,471 CHF | 95.44% | 95.44% |
09/07/2024 | 6.18% | 0.15 CHF | 0.16 CHF | 350,000 | 350,000 | 331,310 | 331,310 | 51,910 CHF | 55,223 CHF | 99.05% | 99.05% |
08/07/2024 | 5.73% | 0.17 CHF | 0.18 CHF | 300,000 | 300,000 | 302,733 | 302,733 | 51,306 CHF | 54,334 CHF | 99.24% | 99.24% |
05/07/2024 | 5.78% | 0.15 CHF | 0.16 CHF | 350,000 | 350,000 | 308,215 | 308,215 | 51,796 CHF | 54,878 CHF | 99.39% | 99.39% |
04/07/2024 | 5.77% | 0.17 CHF | 0.18 CHF | 300,000 | 300,000 | 303,775 | 303,775 | 51,155 CHF | 54,193 CHF | 99.38% | 99.38% |
03/07/2024 | 6.56% | 0.15 CHF | 0.16 CHF | 350,000 | 350,000 | 356,256 | 356,256 | 52,539 CHF | 56,101 CHF | 98.62% | 98.62% |
02/07/2024 | 6.84% | 0.14 CHF | 0.15 CHF | 375,000 | 375,000 | 371,185 | 371,185 | 52,438 CHF | 56,150 CHF | 99.05% | 99.05% |