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 | 750,000 | 100,000 | 750,000 | 100,000 | 168,616 CHF | 23,482 CHF | 99.17% | 99.17% |
12/07/2024 | 4.24% | 0.23 CHF | 0.24 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 173,230 CHF | 24,097 CHF | 99.16% | 99.16% |
11/07/2024 | 4.56% | 0.23 CHF | 0.24 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 160,998 CHF | 22,466 CHF | 99.16% | 99.16% |
10/07/2024 | 4.65% | 0.20 CHF | 0.21 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 157,616 CHF | 22,015 CHF | 99.17% | 99.17% |
09/07/2024 | 5.12% | 0.18 CHF | 0.19 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 142,948 CHF | 20,060 CHF | 99.17% | 99.17% |
08/07/2024 | 5.05% | 0.19 CHF | 0.20 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 144,979 CHF | 20,331 CHF | 99.15% | 99.15% |
05/07/2024 | 4.83% | 0.20 CHF | 0.21 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 151,454 CHF | 21,194 CHF | 99.15% | 99.15% |
04/07/2024 | 4.87% | 0.20 CHF | 0.21 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 150,332 CHF | 21,044 CHF | 99.17% | 99.17% |
03/07/2024 | 5.20% | 0.19 CHF | 0.20 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 140,546 CHF | 19,739 CHF | 99.15% | 99.15% |
02/07/2024 | 6.19% | 0.17 CHF | 0.18 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 117,684 CHF | 16,691 CHF | 99.17% | 99.17% |