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 | 5.42% | 0.18 CHF | 0.19 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 107,663 CHF | 37,888 CHF | 99.70% | 99.70% |
12/07/2024 | 5.74% | 0.18 CHF | 0.19 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 101,697 CHF | 35,899 CHF | 97.65% | 97.65% |
11/07/2024 | 6.53% | 0.15 CHF | 0.16 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 89,065 CHF | 31,688 CHF | 99.44% | 99.44% |
10/07/2024 | 6.58% | 0.14 CHF | 0.15 CHF | 600,000 | 200,000 | 600,699 | 200,233 | 88,456 CHF | 31,488 CHF | 94.56% | 94.56% |
09/07/2024 | 6.15% | 0.15 CHF | 0.16 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 94,713 CHF | 33,571 CHF | 99.11% | 99.11% |
08/07/2024 | 5.43% | 0.16 CHF | 0.17 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 108,065 CHF | 38,022 CHF | 98.87% | 98.87% |
05/07/2024 | 5.78% | 0.16 CHF | 0.17 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 100,876 CHF | 35,625 CHF | 99.52% | 99.52% |
04/07/2024 | 5.50% | 0.18 CHF | 0.19 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 106,120 CHF | 37,373 CHF | 99.58% | 99.58% |
03/07/2024 | 5.73% | 0.18 CHF | 0.19 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 101,906 CHF | 35,969 CHF | 99.53% | 99.53% |
02/07/2024 | 5.75% | 0.16 CHF | 0.17 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 101,479 CHF | 35,826 CHF | 99.45% | 99.45% |