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 | 4.56% | 0.22 CHF | 0.23 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 160,847 CHF | 56,116 CHF | 99.56% | 99.56% |
12/07/2024 | 4.85% | 0.21 CHF | 0.22 CHF | 750,000 | 250,000 | 803,834 | 267,945 | 161,516 CHF | 56,518 CHF | 99.74% | 99.74% |
11/07/2024 | 4.28% | 0.22 CHF | 0.23 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 171,695 CHF | 59,732 CHF | 99.06% | 99.06% |
10/07/2024 | 3.97% | 0.23 CHF | 0.24 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 185,209 CHF | 64,237 CHF | 99.58% | 99.58% |
09/07/2024 | 3.75% | 0.26 CHF | 0.27 CHF | 750,000 | 250,000 | 742,061 | 247,354 | 194,131 CHF | 67,184 CHF | 99.56% | 99.56% |
08/07/2024 | 4.16% | 0.24 CHF | 0.25 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 176,582 CHF | 61,361 CHF | 99.58% | 99.58% |
05/07/2024 | 3.86% | 0.25 CHF | 0.26 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 190,438 CHF | 65,980 CHF | 99.52% | 99.52% |
04/07/2024 | 3.85% | 0.26 CHF | 0.27 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 191,442 CHF | 66,314 CHF | 99.56% | 99.56% |
03/07/2024 | 4.42% | 0.25 CHF | 0.26 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 166,421 CHF | 57,974 CHF | 99.50% | 99.50% |
02/07/2024 | 4.26% | 0.23 CHF | 0.24 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 172,302 CHF | 59,934 CHF | 99.32% | 99.32% |