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 | 5.57% | 0.20 CHF | 0.21 CHF | 750,000 | 250,000 | 853,222 | 284,407 | 148,789 CHF | 52,441 CHF | 99.32% | 99.32% |
12/07/2024 | 6.01% | 0.16 CHF | 0.17 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 145,421 CHF | 51,474 CHF | 99.35% | 99.35% |
11/07/2024 | 6.13% | 0.17 CHF | 0.18 CHF | 900,000 | 300,000 | 918,321 | 318,321 | 145,243 CHF | 53,430 CHF | 99.29% | 99.29% |
10/07/2024 | 5.12% | 0.17 CHF | 0.18 CHF | 900,000 | 300,000 | 899,414 | 299,805 | 171,573 CHF | 60,189 CHF | 99.38% | 99.38% |
09/07/2024 | 4.73% | 0.21 CHF | 0.22 CHF | 750,000 | 250,000 | 823,091 | 274,364 | 169,827 CHF | 59,353 CHF | 99.40% | 99.40% |
08/07/2024 | 4.95% | 0.20 CHF | 0.21 CHF | 900,000 | 300,000 | 880,560 | 293,520 | 173,370 CHF | 60,725 CHF | 99.38% | 99.38% |
05/07/2024 | 4.19% | 0.24 CHF | 0.25 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 175,182 CHF | 60,894 CHF | 99.34% | 99.34% |
04/07/2024 | 4.01% | 0.24 CHF | 0.25 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 183,271 CHF | 63,590 CHF | 99.36% | 99.36% |
03/07/2024 | 3.94% | 0.25 CHF | 0.26 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 186,741 CHF | 64,747 CHF | 99.29% | 99.29% |
02/07/2024 | 4.21% | 0.24 CHF | 0.25 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 174,377 CHF | 60,626 CHF | 99.29% | 99.29% |