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 | 4.97% | 0.19 CHF | 0.20 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 88,376 CHF | 30,959 CHF | 99.27% | 99.27% |
12/07/2024 | 4.67% | 0.21 CHF | 0.22 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 94,204 CHF | 32,901 CHF | 99.27% | 99.27% |
11/07/2024 | 4.60% | 0.21 CHF | 0.22 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 95,661 CHF | 33,387 CHF | 99.27% | 99.27% |
10/07/2024 | 4.82% | 0.22 CHF | 0.23 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 91,164 CHF | 31,888 CHF | 99.27% | 99.27% |
09/07/2024 | 5.21% | 0.19 CHF | 0.20 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 84,146 CHF | 29,549 CHF | 99.27% | 99.27% |
08/07/2024 | 5.46% | 0.18 CHF | 0.19 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 80,268 CHF | 28,256 CHF | 99.25% | 99.25% |
05/07/2024 | 5.52% | 0.18 CHF | 0.19 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 79,377 CHF | 27,959 CHF | 99.27% | 99.27% |
04/07/2024 | 5.36% | 0.17 CHF | 0.18 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 81,708 CHF | 28,736 CHF | 99.27% | 99.27% |
03/07/2024 | 5.42% | 0.18 CHF | 0.19 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 80,795 CHF | 28,432 CHF | 99.27% | 99.27% |
02/07/2024 | 5.58% | 0.17 CHF | 0.18 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 78,422 CHF | 27,641 CHF | 99.27% | 99.27% |