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 | 4.82% | 0.19 CHF | 0.20 CHF | 1,500,000 | 200,000 | 1,500,000 | 196,276 | 304,191 CHF | 41,739 CHF | 99.27% | 99.27% |
12/07/2024 | 4.56% | 0.22 CHF | 0.23 CHF | 1,500,000 | 150,000 | 1,500,000 | 165,153 | 321,574 CHF | 36,910 CHF | 99.27% | 99.27% |
11/07/2024 | 5.01% | 0.22 CHF | 0.23 CHF | 1,500,000 | 150,000 | 1,500,000 | 196,736 | 292,482 CHF | 40,243 CHF | 99.27% | 99.27% |
10/07/2024 | 4.36% | 0.20 CHF | 0.21 CHF | 1,500,000 | 200,000 | 1,500,000 | 165,865 | 336,958 CHF | 38,773 CHF | 99.27% | 99.27% |
09/07/2024 | 4.02% | 0.23 CHF | 0.24 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 365,535 CHF | 38,054 CHF | 99.27% | 99.27% |
08/07/2024 | 4.10% | 0.24 CHF | 0.25 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 358,058 CHF | 37,306 CHF | 99.21% | 99.21% |
05/07/2024 | 3.95% | 0.25 CHF | 0.26 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 372,255 CHF | 38,726 CHF | 99.27% | 99.27% |
04/07/2024 | 3.96% | 0.24 CHF | 0.25 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 371,537 CHF | 38,654 CHF | 99.27% | 99.27% |
03/07/2024 | 4.16% | 0.23 CHF | 0.24 CHF | 1,500,000 | 200,000 | 1,500,000 | 178,718 | 353,602 CHF | 43,695 CHF | 99.27% | 99.27% |
02/07/2024 | 4.29% | 0.25 CHF | 0.26 CHF | 1,500,000 | 150,000 | 1,500,000 | 190,654 | 343,188 CHF | 45,373 CHF | 99.27% | 99.27% |