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 | 4.35% | 0.23 CHF | 0.24 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 202,446 CHF | 70,482 CHF | 94.93% | 94.93% |
12/07/2024 | 4.25% | 0.24 CHF | 0.25 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 207,419 CHF | 72,140 CHF | 96.31% | 96.31% |
11/07/2024 | 4.53% | 0.22 CHF | 0.23 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 194,363 CHF | 67,788 CHF | 98.10% | 98.10% |
10/07/2024 | 4.95% | 0.21 CHF | 0.22 CHF | 900,000 | 300,000 | 926,744 | 326,744 | 183,005 CHF | 67,528 CHF | 98.32% | 98.32% |
09/07/2024 | 4.65% | 0.21 CHF | 0.22 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 189,155 CHF | 66,052 CHF | 97.47% | 97.47% |
08/07/2024 | 4.51% | 0.21 CHF | 0.22 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 195,348 CHF | 68,116 CHF | 97.14% | 97.14% |
05/07/2024 | 4.19% | 0.22 CHF | 0.23 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 210,446 CHF | 73,149 CHF | 98.21% | 98.21% |
04/07/2024 | 4.23% | 0.23 CHF | 0.24 CHF | 900,000 | 300,000 | 899,989 | 300,000 | 208,113 CHF | 72,372 CHF | 97.79% | 97.79% |
03/07/2024 | 4.45% | 0.22 CHF | 0.23 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 197,854 CHF | 68,951 CHF | 97.56% | 97.56% |
02/07/2024 | 4.98% | 0.19 CHF | 0.20 CHF | 900,000 | 300,000 | 915,405 | 315,405 | 179,329 CHF | 64,882 CHF | 97.22% | 97.22% |