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 | 4.65% | 0.21 CHF | 0.22 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 189,251 CHF | 66,084 CHF | 99.56% | 99.56% |
12/07/2024 | 4.21% | 0.22 CHF | 0.23 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 209,285 CHF | 72,762 CHF | 99.44% | 99.44% |
11/07/2024 | 4.65% | 0.22 CHF | 0.23 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 189,053 CHF | 66,018 CHF | 99.01% | 99.01% |
10/07/2024 | 5.03% | 0.21 CHF | 0.22 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 174,559 CHF | 61,186 CHF | 99.61% | 99.61% |
09/07/2024 | 5.15% | 0.19 CHF | 0.20 CHF | 900,000 | 300,000 | 908,098 | 308,098 | 171,737 CHF | 61,260 CHF | 99.55% | 99.55% |
08/07/2024 | 4.84% | 0.20 CHF | 0.21 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 181,501 CHF | 63,500 CHF | 99.58% | 99.58% |
05/07/2024 | 4.91% | 0.20 CHF | 0.21 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 179,014 CHF | 62,672 CHF | 99.45% | 99.45% |
04/07/2024 | 4.96% | 0.19 CHF | 0.20 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 177,150 CHF | 62,050 CHF | 99.57% | 99.57% |
03/07/2024 | 4.36% | 0.20 CHF | 0.21 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 202,701 CHF | 70,567 CHF | 99.54% | 99.54% |
02/07/2024 | 4.29% | 0.22 CHF | 0.23 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 205,169 CHF | 71,390 CHF | 99.30% | 99.30% |