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 | 4.00% | 0.23 CHF | 0.24 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 147,197 CHF | 51,066 CHF | 94.78% | 94.78% |
12/07/2024 | 3.94% | 0.24 CHF | 0.25 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 149,164 CHF | 51,721 CHF | 99.26% | 99.26% |
11/07/2024 | 3.94% | 0.24 CHF | 0.25 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 149,220 CHF | 51,740 CHF | 98.20% | 98.20% |
10/07/2024 | 4.83% | 0.22 CHF | 0.23 CHF | 600,000 | 200,000 | 728,630 | 242,877 | 147,062 CHF | 51,449 CHF | 99.41% | 99.41% |
09/07/2024 | 5.37% | 0.19 CHF | 0.20 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 135,896 CHF | 47,799 CHF | 99.37% | 99.37% |
08/07/2024 | 5.14% | 0.19 CHF | 0.20 CHF | 750,000 | 250,000 | 749,703 | 249,901 | 142,250 CHF | 49,916 CHF | 98.74% | 98.74% |
05/07/2024 | 5.48% | 0.17 CHF | 0.18 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 133,140 CHF | 46,880 CHF | 98.82% | 98.82% |
04/07/2024 | 5.39% | 0.18 CHF | 0.19 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 135,310 CHF | 47,603 CHF | 99.37% | 99.37% |
03/07/2024 | 5.31% | 0.17 CHF | 0.18 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 137,640 CHF | 48,380 CHF | 99.17% | 99.17% |
02/07/2024 | 5.21% | 0.19 CHF | 0.20 CHF | 750,000 | 250,000 | 749,400 | 249,800 | 140,196 CHF | 49,230 CHF | 99.16% | 99.16% |