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 | 4.39% | 0.21 CHF | 0.22 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 100,452 CHF | 34,984 CHF | 99.38% | 99.38% |
12/07/2024 | 4.75% | 0.21 CHF | 0.22 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 92,559 CHF | 32,353 CHF | 99.38% | 99.38% |
11/07/2024 | 4.84% | 0.21 CHF | 0.22 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 90,779 CHF | 31,760 CHF | 99.37% | 99.37% |
10/07/2024 | 5.52% | 0.20 CHF | 0.21 CHF | 450,000 | 150,000 | 453,763 | 151,254 | 80,068 CHF | 28,202 CHF | 99.38% | 99.38% |
09/07/2024 | 5.01% | 0.18 CHF | 0.19 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 87,698 CHF | 30,733 CHF | 99.38% | 99.38% |
08/07/2024 | 4.82% | 0.20 CHF | 0.21 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 91,097 CHF | 31,866 CHF | 99.37% | 99.37% |
05/07/2024 | 4.15% | 0.22 CHF | 0.23 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 106,350 CHF | 36,950 CHF | 99.38% | 99.38% |
04/07/2024 | 4.52% | 0.22 CHF | 0.23 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 97,446 CHF | 33,982 CHF | 98.59% | 98.59% |
03/07/2024 | 4.99% | 0.21 CHF | 0.22 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 87,994 CHF | 30,831 CHF | 99.37% | 99.37% |
02/07/2024 | 5.30% | 0.18 CHF | 0.19 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 82,733 CHF | 29,078 CHF | 99.37% | 99.37% |