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 | 2.90% | 0.34 CHF | 0.35 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 204,254 CHF | 70,085 CHF | 99.38% | 99.38% |
12/07/2024 | 3.15% | 0.31 CHF | 0.32 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 188,111 CHF | 64,704 CHF | 92.67% | 92.67% |
11/07/2024 | 6.41% | 0.18 CHF | 0.19 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 113,861 CHF | 40,454 CHF | 99.37% | 99.37% |
10/07/2024 | 6.77% | 0.15 CHF | 0.16 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 107,186 CHF | 38,229 CHF | 99.37% | 99.37% |
09/07/2024 | 6.14% | 0.15 CHF | 0.16 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 118,396 CHF | 41,965 CHF | 99.37% | 99.37% |
08/07/2024 | 6.24% | 0.16 CHF | 0.17 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 116,545 CHF | 41,348 CHF | 99.38% | 99.38% |
05/07/2024 | 5.52% | 0.16 CHF | 0.17 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 132,382 CHF | 46,627 CHF | 99.38% | 99.38% |
04/07/2024 | 6.04% | 0.17 CHF | 0.18 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 120,422 CHF | 42,641 CHF | 98.59% | 98.59% |
03/07/2024 | 6.09% | 0.16 CHF | 0.17 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 119,552 CHF | 42,351 CHF | 99.38% | 99.38% |
02/07/2024 | 5.62% | 0.17 CHF | 0.18 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 129,758 CHF | 45,753 CHF | 99.37% | 99.37% |