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 | 5.13% | 0.19 CHF | 0.20 CHF | 275,000 | 275,000 | 275,393 | 275,394 | 52,277 CHF | 55,031 CHF | 99.39% | 99.39% |
12/07/2024 | 5.30% | 0.18 CHF | 0.19 CHF | 300,000 | 300,000 | 290,958 | 290,957 | 53,392 CHF | 56,302 CHF | 99.07% | 99.07% |
11/07/2024 | 5.29% | 0.18 CHF | 0.19 CHF | 300,000 | 300,000 | 289,653 | 289,653 | 53,315 CHF | 56,212 CHF | 89.68% | 89.68% |
10/07/2024 | 5.71% | 0.17 CHF | 0.18 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 51,000 CHF | 54,000 CHF | 95.47% | 95.47% |
09/07/2024 | 5.67% | 0.18 CHF | 0.19 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 51,468 CHF | 54,468 CHF | 99.04% | 99.04% |
08/07/2024 | 5.71% | 0.17 CHF | 0.18 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 51,000 CHF | 54,000 CHF | 99.23% | 99.23% |
05/07/2024 | 5.71% | 0.17 CHF | 0.18 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 51,000 CHF | 54,000 CHF | 99.39% | 99.39% |
04/07/2024 | 5.60% | 0.17 CHF | 0.18 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 52,142 CHF | 55,142 CHF | 99.39% | 99.39% |
03/07/2024 | 5.41% | 0.18 CHF | 0.19 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 54,000 CHF | 57,000 CHF | 98.63% | 98.63% |
02/07/2024 | 5.41% | 0.18 CHF | 0.19 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 54,000 CHF | 57,000 CHF | 99.06% | 99.06% |