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 | 4.16% | 0.23 CHF | 0.24 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 176,984 CHF | 61,495 CHF | 94.82% | 94.82% |
12/07/2024 | 4.11% | 0.23 CHF | 0.24 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 178,776 CHF | 62,092 CHF | 99.26% | 99.26% |
11/07/2024 | 4.10% | 0.23 CHF | 0.24 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 179,280 CHF | 62,260 CHF | 98.20% | 98.20% |
10/07/2024 | 4.85% | 0.22 CHF | 0.23 CHF | 750,000 | 250,000 | 878,770 | 292,923 | 176,850 CHF | 61,879 CHF | 99.37% | 99.37% |
09/07/2024 | 5.37% | 0.19 CHF | 0.20 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 163,287 CHF | 57,429 CHF | 99.36% | 99.36% |
08/07/2024 | 5.12% | 0.19 CHF | 0.20 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 171,451 CHF | 60,150 CHF | 98.71% | 98.71% |
05/07/2024 | 5.33% | 0.17 CHF | 0.18 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 164,720 CHF | 57,907 CHF | 98.87% | 98.87% |
04/07/2024 | 5.15% | 0.19 CHF | 0.20 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 170,233 CHF | 59,744 CHF | 99.37% | 99.37% |
03/07/2024 | 5.21% | 0.18 CHF | 0.19 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 168,334 CHF | 59,111 CHF | 99.27% | 99.27% |
02/07/2024 | 5.11% | 0.19 CHF | 0.20 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 171,628 CHF | 60,209 CHF | 99.38% | 99.38% |