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 | 4.18% | 0.22 CHF | 0.23 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 105,704 CHF | 36,735 CHF | 99.27% | 99.27% |
12/07/2024 | 4.59% | 0.23 CHF | 0.24 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 95,915 CHF | 33,472 CHF | 99.27% | 99.27% |
11/07/2024 | 5.24% | 0.20 CHF | 0.21 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 83,936 CHF | 29,479 CHF | 99.27% | 99.27% |
10/07/2024 | 5.52% | 0.18 CHF | 0.19 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 79,406 CHF | 27,969 CHF | 99.27% | 99.27% |
09/07/2024 | 4.95% | 0.17 CHF | 0.18 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 89,614 CHF | 31,371 CHF | 99.27% | 99.27% |
08/07/2024 | 4.78% | 0.20 CHF | 0.21 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 91,868 CHF | 32,123 CHF | 99.22% | 99.22% |
05/07/2024 | 4.64% | 0.22 CHF | 0.23 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 94,950 CHF | 33,150 CHF | 99.27% | 99.27% |
04/07/2024 | 5.30% | 0.19 CHF | 0.20 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 82,749 CHF | 29,083 CHF | 99.27% | 99.27% |
03/07/2024 | 6.28% | 0.16 CHF | 0.17 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 69,518 CHF | 24,673 CHF | 99.27% | 99.27% |
02/07/2024 | 7.13% | 0.15 CHF | 0.16 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 60,934 CHF | 21,811 CHF | 99.26% | 99.26% |