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 | 4.24% | 0.23 CHF | 0.24 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 103,781 CHF | 36,094 CHF | 99.27% | 99.27% |
12/07/2024 | 3.84% | 0.25 CHF | 0.26 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 115,071 CHF | 39,857 CHF | 99.27% | 99.27% |
11/07/2024 | 3.96% | 0.25 CHF | 0.26 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 111,563 CHF | 38,688 CHF | 99.27% | 99.27% |
10/07/2024 | 4.09% | 0.26 CHF | 0.27 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 107,819 CHF | 37,440 CHF | 99.27% | 99.27% |
09/07/2024 | 4.60% | 0.22 CHF | 0.23 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 95,515 CHF | 33,338 CHF | 99.27% | 99.27% |
08/07/2024 | 4.85% | 0.20 CHF | 0.21 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 90,513 CHF | 31,671 CHF | 99.25% | 99.25% |
05/07/2024 | 4.66% | 0.21 CHF | 0.22 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 94,283 CHF | 32,928 CHF | 99.27% | 99.27% |
04/07/2024 | 4.69% | 0.21 CHF | 0.22 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 93,718 CHF | 32,740 CHF | 99.27% | 99.27% |
03/07/2024 | 4.72% | 0.20 CHF | 0.21 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 93,085 CHF | 32,528 CHF | 99.27% | 99.27% |
02/07/2024 | 4.71% | 0.20 CHF | 0.21 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 93,315 CHF | 32,605 CHF | 99.27% | 99.27% |