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 | 4.29% | 0.23 CHF | 0.24 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 68,429 CHF | 23,810 CHF | 99.16% | 99.16% |
12/07/2024 | 4.29% | 0.22 CHF | 0.23 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 68,500 CHF | 23,833 CHF | 99.16% | 99.16% |
11/07/2024 | 4.41% | 0.24 CHF | 0.25 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 66,593 CHF | 23,198 CHF | 99.16% | 99.16% |
10/07/2024 | 4.56% | 0.21 CHF | 0.22 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 64,379 CHF | 22,460 CHF | 99.16% | 99.16% |
09/07/2024 | 4.97% | 0.20 CHF | 0.21 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 58,940 CHF | 20,647 CHF | 99.16% | 99.16% |
08/07/2024 | 5.10% | 0.18 CHF | 0.19 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 57,331 CHF | 20,110 CHF | 99.15% | 99.15% |
05/07/2024 | 4.67% | 0.20 CHF | 0.21 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 62,795 CHF | 21,932 CHF | 99.15% | 99.15% |
04/07/2024 | 4.87% | 0.20 CHF | 0.21 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 60,224 CHF | 21,075 CHF | 99.17% | 99.17% |
03/07/2024 | 5.12% | 0.20 CHF | 0.21 CHF | 300,000 | 100,000 | 311,963 | 103,988 | 59,313 CHF | 20,811 CHF | 99.15% | 99.15% |
02/07/2024 | 5.94% | 0.18 CHF | 0.19 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 73,852 CHF | 26,117 CHF | 99.17% | 99.17% |