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 | 5.74% | 0.15 CHF | 0.16 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 127,594 CHF | 45,031 CHF | 99.17% | 99.17% |
12/07/2024 | 5.76% | 0.18 CHF | 0.19 CHF | 750,000 | 250,000 | 749,978 | 250,000 | 126,887 CHF | 44,797 CHF | 99.17% | 99.17% |
11/07/2024 | 5.01% | 0.20 CHF | 0.21 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 146,075 CHF | 51,192 CHF | 99.17% | 99.17% |
10/07/2024 | 5.29% | 0.18 CHF | 0.19 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 138,108 CHF | 48,536 CHF | 99.16% | 99.16% |
09/07/2024 | 4.96% | 0.19 CHF | 0.20 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 147,738 CHF | 51,746 CHF | 99.17% | 99.17% |
08/07/2024 | 4.30% | 0.21 CHF | 0.22 CHF | 750,000 | 250,000 | 610,948 | 203,649 | 138,839 CHF | 48,316 CHF | 99.15% | 99.15% |
05/07/2024 | 4.19% | 0.23 CHF | 0.24 CHF | 600,000 | 200,000 | 600,846 | 200,282 | 140,421 CHF | 48,810 CHF | 99.16% | 99.16% |
04/07/2024 | 5.06% | 0.20 CHF | 0.21 CHF | 750,000 | 250,000 | 745,068 | 248,356 | 143,648 CHF | 50,366 CHF | 99.17% | 99.17% |
03/07/2024 | 4.58% | 0.21 CHF | 0.22 CHF | 600,000 | 200,000 | 614,355 | 204,785 | 130,931 CHF | 45,692 CHF | 99.17% | 99.17% |
02/07/2024 | 5.42% | 0.19 CHF | 0.20 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 134,834 CHF | 47,445 CHF | 99.16% | 99.16% |