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 | 6.24% | 0.17 CHF | 0.18 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 116,664 CHF | 41,388 CHF | 99.38% | 99.38% |
12/07/2024 | 5.88% | 0.16 CHF | 0.17 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 123,876 CHF | 43,792 CHF | 99.03% | 99.03% |
11/07/2024 | 6.44% | 0.15 CHF | 0.16 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 112,978 CHF | 40,159 CHF | 98.83% | 98.83% |
10/07/2024 | 6.47% | 0.15 CHF | 0.16 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 112,300 CHF | 39,933 CHF | 99.12% | 99.12% |
09/07/2024 | 6.17% | 0.15 CHF | 0.16 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 117,996 CHF | 41,832 CHF | 98.46% | 98.46% |
08/07/2024 | 6.41% | 0.16 CHF | 0.17 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 113,412 CHF | 40,304 CHF | 98.39% | 98.39% |
05/07/2024 | 6.20% | 0.14 CHF | 0.15 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 117,454 CHF | 41,651 CHF | 93.66% | 93.66% |
04/07/2024 | 5.85% | 0.17 CHF | 0.18 CHF | 750,000 | 250,000 | 741,648 | 247,216 | 123,170 CHF | 43,529 CHF | 97.84% | 97.84% |
03/07/2024 | 6.17% | 0.15 CHF | 0.16 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 117,989 CHF | 41,830 CHF | 98.62% | 98.62% |
02/07/2024 | 6.54% | 0.14 CHF | 0.15 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 111,037 CHF | 39,512 CHF | 99.45% | 99.45% |