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 | 7.83% | 0.13 CHF | 0.14 CHF | 380,000 | 200,000 | 381,458 | 196,336 | 49,705 CHF | 27,573 CHF | 99.51% | 99.51% |
12/07/2024 | 6.59% | 0.15 CHF | 0.16 CHF | 350,000 | 200,000 | 346,458 | 200,000 | 50,807 CHF | 31,343 CHF | 99.30% | 99.30% |
11/07/2024 | 5.97% | 0.15 CHF | 0.16 CHF | 340,000 | 200,000 | 313,021 | 200,000 | 50,871 CHF | 34,618 CHF | 99.42% | 99.42% |
10/07/2024 | 5.89% | 0.17 CHF | 0.18 CHF | 300,000 | 200,000 | 308,422 | 200,000 | 50,821 CHF | 35,037 CHF | 99.56% | 99.56% |
09/07/2024 | 5.63% | 0.17 CHF | 0.18 CHF | 310,000 | 200,000 | 294,442 | 200,000 | 50,844 CHF | 36,610 CHF | 99.55% | 99.55% |
08/07/2024 | 4.68% | 0.20 CHF | 0.21 CHF | 260,000 | 200,000 | 244,119 | 200,000 | 50,952 CHF | 43,784 CHF | 99.53% | 99.53% |
05/07/2024 | 5.09% | 0.19 CHF | 0.20 CHF | 270,000 | 200,000 | 265,980 | 200,000 | 50,941 CHF | 40,357 CHF | 98.52% | 98.52% |
04/07/2024 | 5.04% | 0.19 CHF | 0.20 CHF | 270,000 | 200,000 | 263,398 | 200,000 | 50,932 CHF | 40,706 CHF | 98.68% | 98.68% |
03/07/2024 | 5.00% | 0.19 CHF | 0.20 CHF | 270,000 | 200,000 | 261,779 | 200,000 | 51,000 CHF | 41,016 CHF | 99.52% | 99.52% |
02/07/2024 | 5.02% | 0.18 CHF | 0.19 CHF | 280,000 | 200,000 | 262,517 | 200,000 | 50,965 CHF | 40,955 CHF | 99.49% | 99.49% |