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 | 6.36% | 0.14 CHF | 0.15 CHF | 600,000 | 200,000 | 502,359 | 167,453 | 76,139 CHF | 27,054 CHF | 99.38% | 99.38% |
12/07/2024 | 6.52% | 0.16 CHF | 0.17 CHF | 450,000 | 150,000 | 563,281 | 187,760 | 83,421 CHF | 29,684 CHF | 99.38% | 99.38% |
11/07/2024 | 6.42% | 0.15 CHF | 0.16 CHF | 600,000 | 200,000 | 596,782 | 198,927 | 90,107 CHF | 32,025 CHF | 99.36% | 99.36% |
10/07/2024 | 6.11% | 0.15 CHF | 0.16 CHF | 600,000 | 200,000 | 546,237 | 182,079 | 86,399 CHF | 30,620 CHF | 99.37% | 99.37% |
09/07/2024 | 5.56% | 0.16 CHF | 0.17 CHF | 600,000 | 200,000 | 454,427 | 151,476 | 79,532 CHF | 28,025 CHF | 99.38% | 99.38% |
08/07/2024 | 6.42% | 0.15 CHF | 0.16 CHF | 600,000 | 200,000 | 595,566 | 198,522 | 89,811 CHF | 31,922 CHF | 99.37% | 99.37% |
05/07/2024 | 6.22% | 0.15 CHF | 0.16 CHF | 600,000 | 200,000 | 565,137 | 188,379 | 88,017 CHF | 31,223 CHF | 99.38% | 99.38% |
04/07/2024 | 8.44% | 0.12 CHF | 0.13 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 68,245 CHF | 24,748 CHF | 98.83% | 98.83% |
03/07/2024 | 7.90% | 0.12 CHF | 0.13 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 73,149 CHF | 26,383 CHF | 99.38% | 99.38% |
02/07/2024 | 8.43% | 0.12 CHF | 0.13 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 68,323 CHF | 24,774 CHF | 99.38% | 99.38% |