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 | 3.60% | 0.27 CHF | 0.28 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 163,848 CHF | 56,616 CHF | 99.27% | 99.27% |
12/07/2024 | 4.11% | 0.29 CHF | 0.30 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 142,996 CHF | 49,665 CHF | 99.27% | 99.27% |
11/07/2024 | 3.97% | 0.25 CHF | 0.26 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 148,267 CHF | 51,423 CHF | 99.27% | 99.27% |
10/07/2024 | 4.15% | 0.24 CHF | 0.25 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 141,697 CHF | 49,232 CHF | 99.27% | 99.27% |
09/07/2024 | 4.02% | 0.26 CHF | 0.27 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 146,187 CHF | 50,729 CHF | 99.27% | 99.27% |
08/07/2024 | 4.58% | 0.22 CHF | 0.23 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 128,287 CHF | 44,763 CHF | 99.24% | 99.24% |
05/07/2024 | 5.03% | 0.20 CHF | 0.21 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 116,453 CHF | 40,818 CHF | 99.27% | 99.27% |
04/07/2024 | 4.07% | 0.23 CHF | 0.24 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 144,718 CHF | 50,239 CHF | 99.27% | 99.27% |
03/07/2024 | 4.29% | 0.23 CHF | 0.24 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 137,123 CHF | 47,708 CHF | 99.27% | 99.27% |
02/07/2024 | 4.27% | 0.21 CHF | 0.22 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 138,125 CHF | 48,042 CHF | 99.27% | 99.27% |