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 | 4.73% | 0.20 CHF | 0.21 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 155,615 CHF | 54,372 CHF | 98.72% | 98.72% |
12/07/2024 | 3.60% | 0.28 CHF | 0.29 CHF | 600,000 | 200,000 | 703,243 | 234,414 | 191,354 CHF | 66,129 CHF | 95.74% | 95.74% |
11/07/2024 | 4.10% | 0.28 CHF | 0.29 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 180,241 CHF | 62,580 CHF | 98.91% | 98.91% |
10/07/2024 | 4.57% | 0.22 CHF | 0.23 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 160,722 CHF | 56,074 CHF | 97.80% | 97.80% |
09/07/2024 | 4.53% | 0.19 CHF | 0.20 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 162,342 CHF | 56,614 CHF | 99.04% | 99.04% |
08/07/2024 | 4.25% | 0.22 CHF | 0.23 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 173,019 CHF | 60,173 CHF | 96.83% | 96.83% |
05/07/2024 | 3.98% | 0.25 CHF | 0.26 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 184,818 CHF | 64,106 CHF | 94.89% | 94.89% |
04/07/2024 | 4.52% | 0.22 CHF | 0.23 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 162,113 CHF | 56,538 CHF | 95.90% | 95.90% |
03/07/2024 | 5.30% | 0.21 CHF | 0.22 CHF | 750,000 | 250,000 | 879,175 | 293,058 | 161,594 CHF | 56,795 CHF | 98.55% | 98.55% |
02/07/2024 | 5.01% | 0.19 CHF | 0.20 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 175,313 CHF | 61,438 CHF | 98.68% | 98.68% |