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 | 5.73% | 0.16 CHF | 0.17 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 76,247 CHF | 26,916 CHF | 99.27% | 99.27% |
12/07/2024 | 5.23% | 0.17 CHF | 0.18 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 83,910 CHF | 29,470 CHF | 99.27% | 99.27% |
11/07/2024 | 5.31% | 0.19 CHF | 0.20 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 82,645 CHF | 29,048 CHF | 99.27% | 99.27% |
10/07/2024 | 5.80% | 0.18 CHF | 0.19 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 75,495 CHF | 26,665 CHF | 99.27% | 99.27% |
09/07/2024 | 6.17% | 0.15 CHF | 0.16 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 70,816 CHF | 25,105 CHF | 99.27% | 99.27% |
08/07/2024 | 6.45% | 0.15 CHF | 0.16 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 67,500 CHF | 24,000 CHF | 99.25% | 99.25% |
05/07/2024 | 6.37% | 0.15 CHF | 0.16 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 68,412 CHF | 24,304 CHF | 99.27% | 99.27% |
04/07/2024 | 6.29% | 0.15 CHF | 0.16 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 69,363 CHF | 24,621 CHF | 99.27% | 99.27% |
03/07/2024 | 6.50% | 0.15 CHF | 0.16 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 67,063 CHF | 23,855 CHF | 99.27% | 99.27% |
02/07/2024 | 6.73% | 0.14 CHF | 0.15 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 64,644 CHF | 23,048 CHF | 99.27% | 99.27% |