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 | 6.26% | 0.21 CHF | 0.22 CHF | 250,000 | 250,000 | 242,213 | 200,127 | 50,543 CHF | 44,317 CHF | 99.37% | 99.37% |
12/07/2024 | 4.85% | 0.20 CHF | 0.21 CHF | 250,000 | 250,000 | 242,450 | 200,125 | 50,309 CHF | 43,501 CHF | 99.68% | 99.68% |
11/07/2024 | 5.97% | 0.20 CHF | 0.21 CHF | 250,000 | 250,000 | 272,182 | 200,131 | 50,757 CHF | 39,884 CHF | 98.17% | 98.17% |
10/07/2024 | 6.09% | 0.17 CHF | 0.18 CHF | 300,000 | 250,000 | 275,083 | 199,890 | 50,997 CHF | 39,275 CHF | 95.35% | 95.35% |
09/07/2024 | 5.21% | 0.19 CHF | 0.20 CHF | 270,000 | 250,000 | 272,327 | 200,121 | 51,112 CHF | 39,476 CHF | 99.69% | 99.69% |
08/07/2024 | 5.19% | 0.18 CHF | 0.19 CHF | 280,000 | 250,000 | 256,169 | 200,131 | 50,151 CHF | 41,157 CHF | 99.68% | 99.68% |
05/07/2024 | 5.34% | 0.20 CHF | 0.21 CHF | 250,000 | 250,000 | 255,214 | 200,279 | 50,284 CHF | 41,568 CHF | 98.36% | 98.36% |
04/07/2024 | 5.33% | 0.19 CHF | 0.20 CHF | 270,000 | 250,000 | 251,075 | 198,770 | 50,070 CHF | 41,701 CHF | 86.76% | 86.76% |
03/07/2024 | 5.24% | 0.19 CHF | 0.20 CHF | 270,000 | 250,000 | 270,626 | 200,275 | 51,244 CHF | 39,947 CHF | 99.68% | 99.68% |
02/07/2024 | 6.30% | 0.18 CHF | 0.19 CHF | 280,000 | 250,000 | 294,298 | 200,109 | 50,716 CHF | 36,979 CHF | 98.06% | 98.06% |