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 | 4.76% | 0.12 CHF | 0.13 CHF | 400,000 | 400,000 | 253,099 | 253,099 | 52,067 CHF | 54,598 CHF | 98.49% | 98.49% |
12/07/2024 | 5.12% | 0.18 CHF | 0.19 CHF | 300,000 | 300,000 | 273,762 | 273,761 | 52,131 CHF | 54,869 CHF | 98.86% | 98.86% |
11/07/2024 | 5.59% | 0.19 CHF | 0.20 CHF | 275,000 | 275,000 | 296,311 | 296,311 | 51,589 CHF | 54,552 CHF | 90.68% | 90.68% |
10/07/2024 | 5.41% | 0.18 CHF | 0.19 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 53,931 CHF | 56,931 CHF | 95.06% | 95.06% |
09/07/2024 | 5.70% | 0.18 CHF | 0.19 CHF | 300,000 | 300,000 | 301,848 | 301,848 | 51,424 CHF | 54,443 CHF | 98.67% | 98.67% |
08/07/2024 | 5.15% | 0.18 CHF | 0.19 CHF | 275,000 | 275,000 | 275,264 | 275,264 | 52,126 CHF | 54,878 CHF | 98.59% | 98.59% |
05/07/2024 | 5.81% | 0.20 CHF | 0.21 CHF | 275,000 | 275,000 | 309,947 | 309,947 | 51,840 CHF | 54,940 CHF | 99.17% | 99.17% |
04/07/2024 | 5.62% | 0.16 CHF | 0.17 CHF | 325,000 | 325,000 | 301,985 | 301,985 | 52,277 CHF | 55,297 CHF | 99.18% | 99.18% |
03/07/2024 | 4.55% | 0.19 CHF | 0.20 CHF | 275,000 | 275,000 | 251,306 | 251,306 | 53,981 CHF | 56,494 CHF | 98.46% | 98.46% |
02/07/2024 | 4.08% | 0.24 CHF | 0.25 CHF | 225,000 | 225,000 | 223,628 | 223,628 | 53,677 CHF | 55,914 CHF | 98.84% | 98.84% |