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 | 3.98% | 0.23 CHF | 0.24 CHF | 900,000 | 300,000 | 796,745 | 265,582 | 195,985 CHF | 67,984 CHF | 99.31% | 99.31% |
12/07/2024 | 3.75% | 0.27 CHF | 0.28 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 196,556 CHF | 68,019 CHF | 99.42% | 99.42% |
11/07/2024 | 3.72% | 0.25 CHF | 0.26 CHF | 900,000 | 300,000 | 899,915 | 299,972 | 237,456 CHF | 82,152 CHF | 99.31% | 99.31% |
10/07/2024 | 4.25% | 0.25 CHF | 0.26 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 207,570 CHF | 72,190 CHF | 99.36% | 99.36% |
09/07/2024 | 4.50% | 0.21 CHF | 0.22 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 195,736 CHF | 68,245 CHF | 99.35% | 99.35% |
08/07/2024 | 4.35% | 0.22 CHF | 0.23 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 202,776 CHF | 70,592 CHF | 99.30% | 99.30% |
05/07/2024 | 4.80% | 0.20 CHF | 0.21 CHF | 900,000 | 300,000 | 912,771 | 312,771 | 185,725 CHF | 66,724 CHF | 99.34% | 99.34% |
04/07/2024 | 4.99% | 0.20 CHF | 0.21 CHF | 900,000 | 300,000 | 974,338 | 374,338 | 190,398 CHF | 76,823 CHF | 99.37% | 99.37% |
03/07/2024 | 5.10% | 0.19 CHF | 0.20 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 191,127 CHF | 80,451 CHF | 99.28% | 99.28% |
02/07/2024 | 4.89% | 0.20 CHF | 0.21 CHF | 1,000,000 | 400,000 | 919,200 | 319,200 | 183,300 CHF | 66,806 CHF | 99.29% | 99.29% |