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 | 5.16% | 0.19 CHF | 0.20 CHF | 750,000 | 250,000 | 722,943 | 240,981 | 136,365 CHF | 47,865 CHF | 99.42% | 99.42% |
12/07/2024 | 5.48% | 0.18 CHF | 0.19 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 133,180 CHF | 46,893 CHF | 99.34% | 99.34% |
11/07/2024 | 4.70% | 0.20 CHF | 0.21 CHF | 600,000 | 200,000 | 650,426 | 216,809 | 134,837 CHF | 47,114 CHF | 99.31% | 99.31% |
10/07/2024 | 4.90% | 0.20 CHF | 0.21 CHF | 750,000 | 250,000 | 749,381 | 249,794 | 149,318 CHF | 52,271 CHF | 99.35% | 99.35% |
09/07/2024 | 5.10% | 0.20 CHF | 0.21 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 143,679 CHF | 50,393 CHF | 99.35% | 99.35% |
08/07/2024 | 7.09% | 0.14 CHF | 0.15 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 122,619 CHF | 43,873 CHF | 99.37% | 99.37% |
05/07/2024 | 7.34% | 0.14 CHF | 0.15 CHF | 900,000 | 300,000 | 900,050 | 300,050 | 118,302 CHF | 42,439 CHF | 99.35% | 99.35% |
04/07/2024 | 7.18% | 0.13 CHF | 0.14 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 121,247 CHF | 43,416 CHF | 99.37% | 99.37% |
03/07/2024 | 6.00% | 0.16 CHF | 0.17 CHF | 900,000 | 300,000 | 896,626 | 298,875 | 144,938 CHF | 51,302 CHF | 99.27% | 99.27% |
02/07/2024 | 5.27% | 0.18 CHF | 0.19 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 138,856 CHF | 48,785 CHF | 99.39% | 99.39% |