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 | 6.24% | 0.17 CHF | 0.18 CHF | 750,000 | 250,000 | 750,305 | 250,102 | 116,961 CHF | 41,488 CHF | 94.35% | 94.35% |
12/07/2024 | 6.98% | 0.14 CHF | 0.15 CHF | 900,000 | 300,000 | 873,977 | 291,326 | 120,782 CHF | 43,174 CHF | 94.53% | 94.53% |
11/07/2024 | 6.64% | 0.13 CHF | 0.14 CHF | 900,000 | 300,000 | 803,578 | 267,859 | 117,207 CHF | 41,748 CHF | 94.68% | 94.68% |
10/07/2024 | 5.39% | 0.18 CHF | 0.19 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 135,659 CHF | 47,720 CHF | 97.10% | 97.10% |
09/07/2024 | 5.15% | 0.20 CHF | 0.21 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 142,123 CHF | 49,875 CHF | 97.54% | 97.54% |
08/07/2024 | 5.42% | 0.19 CHF | 0.20 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 134,940 CHF | 47,480 CHF | 96.03% | 96.03% |
05/07/2024 | 5.55% | 0.16 CHF | 0.17 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 131,420 CHF | 46,307 CHF | 94.75% | 94.75% |
04/07/2024 | 5.31% | 0.18 CHF | 0.19 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 137,654 CHF | 48,385 CHF | 94.70% | 94.70% |
03/07/2024 | 4.87% | 0.18 CHF | 0.19 CHF | 750,000 | 250,000 | 746,165 | 248,722 | 149,638 CHF | 52,367 CHF | 97.39% | 97.39% |
02/07/2024 | 4.73% | 0.21 CHF | 0.22 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 154,809 CHF | 54,103 CHF | 96.30% | 96.30% |