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 | 5.96% | 0.16 CHF | 0.17 CHF | 750,000 | 250,000 | 750,616 | 250,205 | 122,221 CHF | 43,242 CHF | 99.61% | 99.61% |
12/07/2024 | 5.70% | 0.16 CHF | 0.17 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 127,974 CHF | 45,158 CHF | 99.60% | 99.60% |
11/07/2024 | 5.81% | 0.16 CHF | 0.17 CHF | 900,000 | 300,000 | 794,754 | 264,918 | 132,687 CHF | 46,878 CHF | 98.53% | 98.53% |
10/07/2024 | 5.74% | 0.17 CHF | 0.18 CHF | 750,000 | 250,000 | 766,058 | 255,353 | 129,671 CHF | 45,777 CHF | 99.62% | 99.62% |
09/07/2024 | 5.73% | 0.17 CHF | 0.18 CHF | 750,000 | 250,000 | 757,324 | 252,441 | 128,321 CHF | 45,298 CHF | 99.58% | 99.58% |
08/07/2024 | 5.51% | 0.17 CHF | 0.18 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 132,541 CHF | 46,680 CHF | 99.58% | 99.58% |
05/07/2024 | 4.77% | 0.19 CHF | 0.20 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 153,838 CHF | 53,779 CHF | 99.47% | 99.47% |
04/07/2024 | 4.57% | 0.22 CHF | 0.23 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 160,645 CHF | 56,048 CHF | 99.37% | 99.37% |
03/07/2024 | 4.98% | 0.19 CHF | 0.20 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 147,003 CHF | 51,501 CHF | 98.13% | 98.13% |
02/07/2024 | 4.65% | 0.20 CHF | 0.21 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 157,892 CHF | 55,131 CHF | 99.59% | 99.59% |