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 | 4.61% | 0.21 CHF | 0.22 CHF | 750,000 | 150,000 | 750,000 | 131,357 | 159,209 CHF | 29,240 CHF | 99.27% | 99.27% |
12/07/2024 | 4.54% | 0.22 CHF | 0.23 CHF | 750,000 | 150,000 | 750,000 | 142,460 | 161,439 CHF | 31,989 CHF | 99.27% | 99.27% |
11/07/2024 | 5.35% | 0.21 CHF | 0.22 CHF | 750,000 | 150,000 | 750,000 | 150,000 | 136,789 CHF | 28,858 CHF | 99.27% | 99.27% |
10/07/2024 | 5.80% | 0.17 CHF | 0.18 CHF | 750,000 | 150,000 | 749,839 | 150,000 | 125,853 CHF | 26,676 CHF | 99.27% | 99.27% |
09/07/2024 | 5.78% | 0.17 CHF | 0.18 CHF | 750,000 | 150,000 | 750,000 | 150,000 | 126,053 CHF | 26,711 CHF | 99.27% | 99.27% |
08/07/2024 | 5.78% | 0.16 CHF | 0.17 CHF | 750,000 | 150,000 | 750,000 | 150,000 | 126,056 CHF | 26,711 CHF | 99.25% | 99.25% |
05/07/2024 | 5.91% | 0.16 CHF | 0.17 CHF | 750,000 | 150,000 | 750,000 | 150,000 | 123,333 CHF | 26,167 CHF | 99.27% | 99.27% |
04/07/2024 | 6.22% | 0.16 CHF | 0.17 CHF | 750,000 | 150,000 | 750,000 | 150,000 | 117,160 CHF | 24,932 CHF | 99.27% | 99.27% |
03/07/2024 | 6.65% | 0.14 CHF | 0.15 CHF | 750,000 | 150,000 | 750,000 | 150,000 | 109,186 CHF | 23,337 CHF | 99.27% | 99.27% |
02/07/2024 | 6.70% | 0.14 CHF | 0.15 CHF | 750,000 | 150,000 | 750,000 | 150,000 | 108,419 CHF | 23,184 CHF | 99.27% | 99.27% |