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 | 4.96% | 0.20 CHF | 0.21 CHF | 275,000 | 275,000 | 259,121 | 259,119 | 50,968 CHF | 53,559 CHF | 99.04% | 99.04% |
12/07/2024 | 4.97% | 0.19 CHF | 0.20 CHF | 275,000 | 275,000 | 258,021 | 258,021 | 50,621 CHF | 53,201 CHF | 98.81% | 98.81% |
11/07/2024 | 5.50% | 0.20 CHF | 0.21 CHF | 250,000 | 250,000 | 290,042 | 290,042 | 51,271 CHF | 54,171 CHF | 97.65% | 97.65% |
10/07/2024 | 5.50% | 0.16 CHF | 0.17 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 53,097 CHF | 56,097 CHF | 95.16% | 95.16% |
09/07/2024 | 5.50% | 0.18 CHF | 0.19 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 53,045 CHF | 56,045 CHF | 98.69% | 98.69% |
08/07/2024 | 5.22% | 0.17 CHF | 0.18 CHF | 300,000 | 300,000 | 280,221 | 280,221 | 52,248 CHF | 55,051 CHF | 98.55% | 98.55% |
05/07/2024 | 5.35% | 0.19 CHF | 0.20 CHF | 275,000 | 275,000 | 293,439 | 293,438 | 53,406 CHF | 56,340 CHF | 99.17% | 99.17% |
04/07/2024 | 5.13% | 0.19 CHF | 0.20 CHF | 275,000 | 275,000 | 275,363 | 275,363 | 52,353 CHF | 55,106 CHF | 99.17% | 99.17% |
03/07/2024 | 5.40% | 0.19 CHF | 0.20 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 54,080 CHF | 57,080 CHF | 98.45% | 98.45% |
02/07/2024 | 5.96% | 0.17 CHF | 0.18 CHF | 300,000 | 300,000 | 317,788 | 317,788 | 51,741 CHF | 54,919 CHF | 98.84% | 98.84% |