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 | 8.46% | 0.17 CHF | 0.18 CHF | 300,000 | 250,000 | 302,198 | 200,127 | 51,021 CHF | 36,647 CHF | 99.36% | 99.36% |
12/07/2024 | 5.80% | 0.16 CHF | 0.17 CHF | 320,000 | 250,000 | 304,208 | 200,125 | 51,042 CHF | 35,502 CHF | 99.68% | 99.68% |
11/07/2024 | 8.57% | 0.17 CHF | 0.18 CHF | 300,000 | 250,000 | 345,499 | 200,131 | 50,618 CHF | 32,272 CHF | 98.17% | 98.17% |
10/07/2024 | 7.46% | 0.13 CHF | 0.14 CHF | 390,000 | 250,000 | 348,407 | 199,890 | 50,810 CHF | 31,318 CHF | 95.35% | 95.35% |
09/07/2024 | 6.57% | 0.15 CHF | 0.16 CHF | 340,000 | 250,000 | 344,313 | 200,121 | 50,875 CHF | 31,497 CHF | 99.69% | 99.69% |
08/07/2024 | 6.42% | 0.14 CHF | 0.15 CHF | 360,000 | 250,000 | 326,825 | 200,131 | 51,074 CHF | 33,245 CHF | 99.68% | 99.68% |
05/07/2024 | 6.35% | 0.16 CHF | 0.17 CHF | 320,000 | 250,000 | 323,698 | 200,279 | 51,157 CHF | 33,676 CHF | 98.36% | 98.36% |
04/07/2024 | 6.78% | 0.16 CHF | 0.17 CHF | 320,000 | 250,000 | 320,019 | 198,770 | 51,200 CHF | 33,926 CHF | 86.76% | 86.76% |
03/07/2024 | 6.47% | 0.16 CHF | 0.17 CHF | 320,000 | 250,000 | 340,356 | 200,275 | 50,989 CHF | 32,005 CHF | 99.68% | 99.68% |
02/07/2024 | 8.20% | 0.15 CHF | 0.16 CHF | 340,000 | 250,000 | 384,009 | 191,765 | 50,424 CHF | 27,582 CHF | 84.00% | 84.00% |