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 | 5.78% | 0.18 CHF | 0.19 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 151,381 CHF | 53,461 CHF | 99.72% | 99.72% |
12/07/2024 | 5.19% | 0.18 CHF | 0.19 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 169,160 CHF | 59,387 CHF | 96.41% | 96.41% |
11/07/2024 | 4.88% | 0.21 CHF | 0.22 CHF | 900,000 | 300,000 | 911,827 | 311,827 | 182,966 CHF | 65,447 CHF | 91.14% | 91.14% |
10/07/2024 | 3.84% | 0.24 CHF | 0.25 CHF | 750,000 | 250,000 | 775,012 | 258,337 | 197,601 CHF | 68,450 CHF | 99.58% | 99.58% |
09/07/2024 | 3.93% | 0.29 CHF | 0.30 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 187,894 CHF | 65,131 CHF | 96.48% | 96.48% |
08/07/2024 | 4.21% | 0.25 CHF | 0.26 CHF | 750,000 | 250,000 | 788,402 | 262,801 | 183,362 CHF | 63,749 CHF | 99.58% | 99.58% |
05/07/2024 | 3.80% | 0.25 CHF | 0.26 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 193,839 CHF | 67,113 CHF | 98.01% | 98.01% |
04/07/2024 | 3.87% | 0.25 CHF | 0.26 CHF | 750,000 | 250,000 | 750,268 | 250,089 | 190,252 CHF | 65,918 CHF | 99.58% | 99.58% |
03/07/2024 | 3.93% | 0.26 CHF | 0.27 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 187,085 CHF | 64,862 CHF | 99.48% | 99.48% |
02/07/2024 | 4.20% | 0.26 CHF | 0.27 CHF | 750,000 | 250,000 | 875,842 | 291,947 | 204,047 CHF | 70,935 CHF | 97.48% | 97.48% |