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 | 4.53% | 0.22 CHF | 0.23 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 194,275 CHF | 67,758 CHF | 94.03% | 94.03% |
12/07/2024 | 4.14% | 0.24 CHF | 0.25 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 212,821 CHF | 73,940 CHF | 94.73% | 94.73% |
11/07/2024 | 4.42% | 0.24 CHF | 0.25 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 200,024 CHF | 69,675 CHF | 94.67% | 94.67% |
10/07/2024 | 4.83% | 0.20 CHF | 0.21 CHF | 900,000 | 300,000 | 906,281 | 306,281 | 183,023 CHF | 64,866 CHF | 97.22% | 97.22% |
09/07/2024 | 4.92% | 0.19 CHF | 0.20 CHF | 1,000,000 | 400,000 | 919,121 | 319,121 | 182,275 CHF | 66,380 CHF | 97.52% | 97.52% |
08/07/2024 | 4.74% | 0.20 CHF | 0.21 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 185,503 CHF | 64,834 CHF | 95.73% | 95.73% |
05/07/2024 | 4.61% | 0.22 CHF | 0.23 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 190,617 CHF | 66,539 CHF | 94.81% | 94.81% |
04/07/2024 | 4.65% | 0.21 CHF | 0.22 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 189,059 CHF | 66,020 CHF | 94.71% | 94.71% |
03/07/2024 | 4.87% | 0.21 CHF | 0.22 CHF | 900,000 | 300,000 | 921,055 | 321,055 | 184,343 CHF | 67,388 CHF | 97.32% | 97.32% |
02/07/2024 | 4.88% | 0.20 CHF | 0.21 CHF | 900,000 | 300,000 | 907,398 | 307,398 | 181,480 CHF | 64,554 CHF | 96.48% | 96.48% |