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 | 6.35% | 0.15 CHF | 0.16 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 114,491 CHF | 40,664 CHF | 99.54% | 99.54% |
12/07/2024 | 7.02% | 0.15 CHF | 0.16 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 103,264 CHF | 36,921 CHF | 99.45% | 99.45% |
11/07/2024 | 5.84% | 0.16 CHF | 0.17 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 124,948 CHF | 44,150 CHF | 99.03% | 99.03% |
10/07/2024 | 5.19% | 0.17 CHF | 0.18 CHF | 750,000 | 250,000 | 628,325 | 209,442 | 117,637 CHF | 41,307 CHF | 99.59% | 99.59% |
09/07/2024 | 4.81% | 0.20 CHF | 0.21 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 121,795 CHF | 42,598 CHF | 99.53% | 99.53% |
08/07/2024 | 5.44% | 0.19 CHF | 0.20 CHF | 600,000 | 200,000 | 713,701 | 237,900 | 127,559 CHF | 44,899 CHF | 99.55% | 99.55% |
05/07/2024 | 4.89% | 0.19 CHF | 0.20 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 119,861 CHF | 41,954 CHF | 99.56% | 99.56% |
04/07/2024 | 4.79% | 0.21 CHF | 0.22 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 122,345 CHF | 42,782 CHF | 99.57% | 99.57% |
03/07/2024 | 6.02% | 0.20 CHF | 0.21 CHF | 600,000 | 200,000 | 736,240 | 245,413 | 118,964 CHF | 42,109 CHF | 99.51% | 99.51% |
02/07/2024 | 5.77% | 0.17 CHF | 0.18 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 126,400 CHF | 44,633 CHF | 99.32% | 99.32% |