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 | 7.23% | 0.15 CHF | 0.16 CHF | 600,000 | 200,000 | 723,533 | 241,178 | 96,346 CHF | 34,527 CHF | 94.82% | 94.82% |
12/07/2024 | 6.80% | 0.14 CHF | 0.15 CHF | 750,000 | 250,000 | 745,939 | 248,646 | 106,009 CHF | 37,823 CHF | 99.16% | 99.16% |
11/07/2024 | 6.35% | 0.15 CHF | 0.16 CHF | 750,000 | 250,000 | 744,656 | 248,219 | 113,558 CHF | 40,335 CHF | 98.11% | 98.11% |
10/07/2024 | 5.18% | 0.17 CHF | 0.18 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 112,996 CHF | 39,666 CHF | 99.37% | 99.37% |
09/07/2024 | 4.50% | 0.20 CHF | 0.21 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 130,355 CHF | 45,452 CHF | 99.35% | 99.35% |
08/07/2024 | 5.09% | 0.20 CHF | 0.21 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 115,006 CHF | 40,335 CHF | 98.72% | 98.72% |
05/07/2024 | 4.58% | 0.23 CHF | 0.24 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 128,076 CHF | 44,692 CHF | 98.84% | 98.84% |
04/07/2024 | 4.65% | 0.21 CHF | 0.22 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 125,956 CHF | 43,985 CHF | 99.36% | 99.36% |
03/07/2024 | 4.78% | 0.22 CHF | 0.23 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 122,835 CHF | 42,945 CHF | 99.28% | 99.28% |
02/07/2024 | 4.79% | 0.20 CHF | 0.21 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 122,261 CHF | 42,754 CHF | 99.22% | 99.22% |