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 | 4.45% | 0.21 CHF | 0.22 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 165,040 CHF | 57,514 CHF | 99.27% | 99.27% |
12/07/2024 | 4.41% | 0.23 CHF | 0.24 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 166,381 CHF | 57,960 CHF | 99.27% | 99.27% |
11/07/2024 | 4.20% | 0.24 CHF | 0.25 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 174,818 CHF | 60,773 CHF | 99.27% | 99.27% |
10/07/2024 | 4.47% | 0.22 CHF | 0.23 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 164,029 CHF | 57,176 CHF | 99.27% | 99.27% |
09/07/2024 | 4.78% | 0.19 CHF | 0.20 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 153,415 CHF | 53,638 CHF | 99.27% | 99.27% |
08/07/2024 | 4.51% | 0.21 CHF | 0.22 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 162,770 CHF | 56,757 CHF | 99.24% | 99.24% |
05/07/2024 | 4.68% | 0.21 CHF | 0.22 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 156,714 CHF | 54,738 CHF | 99.27% | 99.27% |
04/07/2024 | 4.81% | 0.21 CHF | 0.22 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 152,196 CHF | 53,232 CHF | 99.27% | 99.27% |
03/07/2024 | 5.42% | 0.20 CHF | 0.21 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 134,801 CHF | 47,434 CHF | 99.27% | 99.27% |
02/07/2024 | 5.22% | 0.19 CHF | 0.20 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 140,156 CHF | 49,219 CHF | 99.27% | 99.27% |