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 | 3.86% | 0.25 CHF | 0.26 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 76,418 CHF | 26,473 CHF | 99.38% | 99.38% |
12/07/2024 | 4.17% | 0.26 CHF | 0.27 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 70,587 CHF | 24,529 CHF | 99.38% | 99.38% |
11/07/2024 | 4.51% | 0.24 CHF | 0.25 CHF | 300,000 | 100,000 | 321,947 | 107,316 | 69,755 CHF | 24,325 CHF | 99.37% | 99.37% |
10/07/2024 | 5.22% | 0.21 CHF | 0.22 CHF | 300,000 | 100,000 | 447,400 | 149,133 | 83,617 CHF | 29,364 CHF | 99.37% | 99.37% |
09/07/2024 | 4.51% | 0.20 CHF | 0.21 CHF | 450,000 | 150,000 | 356,909 | 118,970 | 76,980 CHF | 26,850 CHF | 99.38% | 99.38% |
08/07/2024 | 4.30% | 0.22 CHF | 0.23 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 68,300 CHF | 23,767 CHF | 99.38% | 99.38% |
05/07/2024 | 3.63% | 0.25 CHF | 0.26 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 81,425 CHF | 28,142 CHF | 99.38% | 99.38% |
04/07/2024 | 4.00% | 0.25 CHF | 0.26 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 73,468 CHF | 25,489 CHF | 98.58% | 98.58% |
03/07/2024 | 4.25% | 0.25 CHF | 0.26 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 69,151 CHF | 24,050 CHF | 99.38% | 99.38% |
02/07/2024 | 4.65% | 0.21 CHF | 0.22 CHF | 450,000 | 150,000 | 436,941 | 145,647 | 91,781 CHF | 32,050 CHF | 99.37% | 99.37% |