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 | 5.18% | 0.18 CHF | 0.19 CHF | 750,000 | 250,000 | 753,719 | 251,240 | 141,908 CHF | 49,815 CHF | 99.56% | 99.56% |
12/07/2024 | 4.29% | 0.24 CHF | 0.25 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 171,265 CHF | 59,589 CHF | 99.49% | 99.49% |
11/07/2024 | 5.40% | 0.20 CHF | 0.21 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 135,350 CHF | 47,617 CHF | 99.10% | 99.10% |
10/07/2024 | 6.65% | 0.16 CHF | 0.17 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 131,319 CHF | 46,773 CHF | 99.59% | 99.59% |
09/07/2024 | 6.55% | 0.13 CHF | 0.14 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 133,118 CHF | 47,373 CHF | 99.55% | 99.55% |
08/07/2024 | 5.10% | 0.16 CHF | 0.17 CHF | 900,000 | 300,000 | 764,030 | 254,677 | 146,617 CHF | 51,419 CHF | 99.58% | 99.58% |
05/07/2024 | 4.16% | 0.22 CHF | 0.23 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 177,005 CHF | 61,502 CHF | 99.26% | 99.26% |
04/07/2024 | 4.21% | 0.24 CHF | 0.25 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 174,600 CHF | 60,700 CHF | 99.53% | 99.53% |
03/07/2024 | 4.17% | 0.23 CHF | 0.24 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 176,275 CHF | 61,258 CHF | 99.48% | 99.48% |
02/07/2024 | 4.88% | 0.20 CHF | 0.21 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 150,302 CHF | 52,601 CHF | 99.61% | 99.61% |