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 | 4.94% | 0.19 CHF | 0.20 CHF | 275,000 | 275,000 | 257,223 | 257,223 | 50,755 CHF | 53,327 CHF | 99.39% | 99.39% |
12/07/2024 | 5.25% | 0.21 CHF | 0.22 CHF | 250,000 | 250,000 | 283,575 | 283,575 | 52,588 CHF | 55,423 CHF | 99.08% | 99.08% |
11/07/2024 | 5.72% | 0.18 CHF | 0.19 CHF | 300,000 | 300,000 | 301,823 | 301,824 | 51,249 CHF | 54,267 CHF | 98.59% | 98.59% |
10/07/2024 | 6.14% | 0.16 CHF | 0.17 CHF | 325,000 | 325,000 | 329,082 | 329,082 | 51,982 CHF | 55,272 CHF | 95.46% | 95.46% |
09/07/2024 | 5.41% | 0.16 CHF | 0.17 CHF | 325,000 | 325,000 | 291,170 | 291,170 | 52,331 CHF | 55,243 CHF | 99.05% | 99.05% |
08/07/2024 | 5.61% | 0.18 CHF | 0.19 CHF | 300,000 | 300,000 | 300,563 | 300,563 | 52,117 CHF | 55,123 CHF | 99.23% | 99.23% |
05/07/2024 | 5.44% | 0.16 CHF | 0.17 CHF | 325,000 | 325,000 | 296,115 | 296,115 | 53,008 CHF | 55,970 CHF | 99.39% | 99.39% |
04/07/2024 | 5.90% | 0.17 CHF | 0.18 CHF | 300,000 | 300,000 | 313,159 | 313,159 | 51,532 CHF | 54,664 CHF | 99.39% | 99.39% |
03/07/2024 | 6.63% | 0.16 CHF | 0.17 CHF | 325,000 | 325,000 | 359,466 | 359,466 | 52,407 CHF | 56,002 CHF | 98.61% | 98.61% |
02/07/2024 | 7.68% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 409,449 | 409,450 | 51,340 CHF | 55,435 CHF | 99.06% | 99.06% |