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 | 2.86% | 0.35 CHF | 0.36 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 206,901 CHF | 70,967 CHF | 99.38% | 99.38% |
12/07/2024 | 3.10% | 0.32 CHF | 0.33 CHF | 600,000 | 200,000 | 600,009 | 200,003 | 190,834 CHF | 65,611 CHF | 92.67% | 92.67% |
11/07/2024 | 5.88% | 0.20 CHF | 0.21 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 124,693 CHF | 44,064 CHF | 99.37% | 99.37% |
10/07/2024 | 6.11% | 0.17 CHF | 0.18 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 119,209 CHF | 42,236 CHF | 99.37% | 99.37% |
09/07/2024 | 5.60% | 0.16 CHF | 0.17 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 130,261 CHF | 45,920 CHF | 99.37% | 99.37% |
08/07/2024 | 5.63% | 0.18 CHF | 0.19 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 129,650 CHF | 45,717 CHF | 99.37% | 99.37% |
05/07/2024 | 5.07% | 0.17 CHF | 0.18 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 144,341 CHF | 50,614 CHF | 99.38% | 99.38% |
04/07/2024 | 5.40% | 0.19 CHF | 0.20 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 135,195 CHF | 47,565 CHF | 98.59% | 98.59% |
03/07/2024 | 5.58% | 0.18 CHF | 0.19 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 130,786 CHF | 46,096 CHF | 99.38% | 99.38% |
02/07/2024 | 5.14% | 0.19 CHF | 0.20 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 142,383 CHF | 49,961 CHF | 99.37% | 99.37% |