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 | 6.76% | 0.22 CHF | 0.23 CHF | 250,000 | 250,000 | 232,766 | 200,161 | 51,309 CHF | 47,094 CHF | 99.30% | 99.30% |
12/07/2024 | 4.49% | 0.21 CHF | 0.22 CHF | 250,000 | 250,000 | 234,273 | 200,151 | 51,033 CHF | 45,530 CHF | 99.62% | 99.62% |
11/07/2024 | 7.13% | 0.22 CHF | 0.23 CHF | 250,000 | 250,000 | 262,735 | 200,162 | 51,827 CHF | 42,656 CHF | 98.15% | 98.15% |
10/07/2024 | 5.49% | 0.18 CHF | 0.19 CHF | 280,000 | 250,000 | 256,488 | 199,924 | 50,358 CHF | 41,391 CHF | 95.29% | 95.29% |
09/07/2024 | 4.94% | 0.20 CHF | 0.21 CHF | 250,000 | 250,000 | 254,008 | 200,150 | 50,258 CHF | 41,534 CHF | 99.63% | 99.63% |
08/07/2024 | 5.10% | 0.19 CHF | 0.20 CHF | 270,000 | 250,000 | 244,287 | 200,160 | 50,504 CHF | 43,440 CHF | 99.61% | 99.61% |
05/07/2024 | 4.74% | 0.21 CHF | 0.22 CHF | 250,000 | 250,000 | 242,501 | 200,314 | 50,582 CHF | 43,763 CHF | 98.29% | 98.29% |
04/07/2024 | 5.33% | 0.21 CHF | 0.22 CHF | 250,000 | 250,000 | 242,160 | 198,776 | 50,852 CHF | 43,916 CHF | 87.20% | 87.20% |
03/07/2024 | 4.88% | 0.21 CHF | 0.22 CHF | 250,000 | 250,000 | 250,145 | 200,307 | 50,035 CHF | 42,072 CHF | 99.61% | 99.61% |
02/07/2024 | 5.95% | 0.19 CHF | 0.20 CHF | 270,000 | 250,000 | 279,572 | 200,142 | 51,127 CHF | 39,081 CHF | 97.99% | 97.99% |