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 | 5.74% | 0.19 CHF | 0.20 CHF | 270,000 | 250,000 | 274,535 | 200,254 | 51,053 CHF | 39,339 CHF | 99.12% | 99.12% |
12/07/2024 | 5.78% | 0.18 CHF | 0.19 CHF | 280,000 | 250,000 | 283,668 | 200,230 | 50,511 CHF | 37,707 CHF | 99.46% | 99.46% |
11/07/2024 | 8.13% | 0.18 CHF | 0.19 CHF | 280,000 | 250,000 | 317,776 | 200,242 | 50,990 CHF | 35,194 CHF | 97.85% | 97.85% |
10/07/2024 | 6.22% | 0.15 CHF | 0.16 CHF | 340,000 | 250,000 | 323,880 | 200,006 | 51,161 CHF | 33,549 CHF | 95.13% | 95.13% |
09/07/2024 | 8.33% | 0.16 CHF | 0.17 CHF | 320,000 | 250,000 | 323,890 | 200,229 | 51,161 CHF | 34,220 CHF | 99.46% | 99.46% |
08/07/2024 | 7.51% | 0.15 CHF | 0.16 CHF | 340,000 | 250,000 | 304,125 | 200,235 | 51,000 CHF | 36,069 CHF | 99.46% | 99.46% |
05/07/2024 | 6.09% | 0.17 CHF | 0.18 CHF | 300,000 | 250,000 | 301,913 | 200,399 | 51,019 CHF | 35,897 CHF | 98.11% | 98.11% |
04/07/2024 | 6.90% | 0.17 CHF | 0.18 CHF | 300,000 | 250,000 | 299,472 | 198,827 | 50,984 CHF | 36,170 CHF | 90.94% | 90.94% |
03/07/2024 | 7.39% | 0.17 CHF | 0.18 CHF | 300,000 | 250,000 | 319,210 | 200,391 | 51,192 CHF | 34,575 CHF | 99.44% | 99.44% |
02/07/2024 | 9.19% | 0.15 CHF | 0.16 CHF | 340,000 | 250,000 | 355,468 | 200,218 | 50,914 CHF | 31,707 CHF | 97.84% | 97.84% |