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 | 6.46% | 0.15 CHF | 0.16 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 112,397 CHF | 39,966 CHF | 99.70% | 99.70% |
12/07/2024 | 5.74% | 0.16 CHF | 0.17 CHF | 750,000 | 250,000 | 741,488 | 247,163 | 125,529 CHF | 44,315 CHF | 97.98% | 97.98% |
11/07/2024 | 5.25% | 0.18 CHF | 0.19 CHF | 750,000 | 250,000 | 622,256 | 207,419 | 115,362 CHF | 40,528 CHF | 99.47% | 99.47% |
10/07/2024 | 5.33% | 0.20 CHF | 0.21 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 109,673 CHF | 38,558 CHF | 94.56% | 94.56% |
09/07/2024 | 5.39% | 0.18 CHF | 0.19 CHF | 600,000 | 200,000 | 726,865 | 242,288 | 131,182 CHF | 46,150 CHF | 99.11% | 99.11% |
08/07/2024 | 6.62% | 0.17 CHF | 0.18 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 110,061 CHF | 39,187 CHF | 98.88% | 98.88% |
05/07/2024 | 5.99% | 0.17 CHF | 0.18 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 121,430 CHF | 42,977 CHF | 99.54% | 99.54% |
04/07/2024 | 6.07% | 0.15 CHF | 0.16 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 119,849 CHF | 42,450 CHF | 99.57% | 99.57% |
03/07/2024 | 5.89% | 0.15 CHF | 0.16 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 123,834 CHF | 43,778 CHF | 99.61% | 99.61% |
02/07/2024 | 5.74% | 0.17 CHF | 0.18 CHF | 750,000 | 250,000 | 749,520 | 249,840 | 126,829 CHF | 44,775 CHF | 99.56% | 99.56% |