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 | 4.09% | 0.24 CHF | 0.25 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 143,686 CHF | 49,895 CHF | 99.53% | 99.53% |
12/07/2024 | 4.24% | 0.24 CHF | 0.25 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 138,751 CHF | 48,250 CHF | 97.70% | 97.70% |
11/07/2024 | 4.66% | 0.22 CHF | 0.23 CHF | 600,000 | 200,000 | 600,687 | 200,229 | 126,091 CHF | 44,033 CHF | 99.41% | 99.41% |
10/07/2024 | 4.71% | 0.20 CHF | 0.21 CHF | 600,000 | 200,000 | 615,287 | 205,096 | 127,491 CHF | 44,548 CHF | 94.56% | 94.56% |
09/07/2024 | 4.48% | 0.21 CHF | 0.22 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 130,876 CHF | 45,625 CHF | 99.15% | 99.15% |
08/07/2024 | 4.16% | 0.22 CHF | 0.23 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 141,430 CHF | 49,143 CHF | 98.90% | 98.90% |
05/07/2024 | 4.29% | 0.22 CHF | 0.23 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 136,791 CHF | 47,597 CHF | 99.58% | 99.58% |
04/07/2024 | 4.15% | 0.24 CHF | 0.25 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 141,509 CHF | 49,170 CHF | 99.57% | 99.57% |
03/07/2024 | 4.25% | 0.24 CHF | 0.25 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 138,267 CHF | 48,089 CHF | 99.49% | 99.49% |
02/07/2024 | 4.26% | 0.22 CHF | 0.23 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 137,818 CHF | 47,939 CHF | 99.58% | 99.58% |