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 | 4.70% | 0.21 CHF | 0.22 CHF | 230,000 | 230,000 | 229,378 | 229,378 | 47,740 CHF | 50,034 CHF | 96.64% | 96.64% |
12/07/2024 | 4.74% | 0.22 CHF | 0.23 CHF | 230,000 | 230,000 | 229,026 | 229,026 | 47,240 CHF | 49,530 CHF | 97.36% | 97.36% |
11/07/2024 | 5.31% | 0.19 CHF | 0.20 CHF | 230,000 | 230,000 | 228,850 | 228,850 | 42,050 CHF | 44,340 CHF | 96.93% | 96.93% |
10/07/2024 | 5.89% | 0.18 CHF | 0.19 CHF | 230,000 | 230,000 | 238,939 | 238,939 | 39,405 CHF | 41,794 CHF | 99.42% | 99.42% |
09/07/2024 | 6.02% | 0.15 CHF | 0.16 CHF | 240,000 | 240,000 | 238,986 | 238,986 | 38,538 CHF | 40,928 CHF | 97.59% | 97.59% |
08/07/2024 | 5.54% | 0.18 CHF | 0.19 CHF | 240,000 | 240,000 | 238,630 | 238,630 | 41,895 CHF | 44,281 CHF | 96.81% | 96.81% |
05/07/2024 | 5.72% | 0.16 CHF | 0.17 CHF | 240,000 | 240,000 | 238,759 | 238,759 | 40,660 CHF | 43,048 CHF | 96.44% | 96.44% |
04/07/2024 | 5.78% | 0.17 CHF | 0.18 CHF | 240,000 | 240,000 | 238,995 | 238,995 | 40,168 CHF | 42,558 CHF | 98.47% | 98.47% |
03/07/2024 | 6.65% | 0.16 CHF | 0.17 CHF | 240,000 | 240,000 | 238,995 | 238,995 | 34,779 CHF | 37,169 CHF | 98.46% | 98.46% |
02/07/2024 | 7.22% | 0.14 CHF | 0.15 CHF | 240,000 | 240,000 | 238,976 | 238,976 | 31,972 CHF | 34,361 CHF | 96.61% | 96.61% |