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 | 3.04% | 0.33 CHF | 0.34 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 194,742 CHF | 66,914 CHF | 99.38% | 99.38% |
12/07/2024 | 3.33% | 0.30 CHF | 0.31 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 177,742 CHF | 61,247 CHF | 92.67% | 92.67% |
11/07/2024 | 6.80% | 0.17 CHF | 0.18 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 107,471 CHF | 38,324 CHF | 99.37% | 99.37% |
10/07/2024 | 7.21% | 0.14 CHF | 0.15 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 100,447 CHF | 35,982 CHF | 99.37% | 99.37% |
09/07/2024 | 6.54% | 0.14 CHF | 0.15 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 110,964 CHF | 39,488 CHF | 99.37% | 99.37% |
08/07/2024 | 6.62% | 0.15 CHF | 0.16 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 109,793 CHF | 39,098 CHF | 99.38% | 99.38% |
05/07/2024 | 5.81% | 0.15 CHF | 0.16 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 125,460 CHF | 44,320 CHF | 99.38% | 99.38% |
04/07/2024 | 6.20% | 0.16 CHF | 0.17 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 117,358 CHF | 41,619 CHF | 98.59% | 98.59% |
03/07/2024 | 6.43% | 0.16 CHF | 0.17 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 113,150 CHF | 40,217 CHF | 99.38% | 99.38% |
02/07/2024 | 5.95% | 0.16 CHF | 0.17 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 122,363 CHF | 43,288 CHF | 99.37% | 99.37% |