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 | 5.21% | 0.20 CHF | 0.21 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 56,249 CHF | 19,750 CHF | 99.27% | 99.27% |
12/07/2024 | 6.11% | 0.17 CHF | 0.18 CHF | 300,000 | 100,000 | 447,018 | 149,006 | 70,917 CHF | 25,129 CHF | 99.27% | 99.27% |
11/07/2024 | 5.53% | 0.17 CHF | 0.18 CHF | 300,000 | 100,000 | 339,095 | 113,032 | 59,410 CHF | 20,934 CHF | 99.27% | 99.27% |
10/07/2024 | 5.38% | 0.17 CHF | 0.18 CHF | 450,000 | 150,000 | 310,843 | 103,614 | 56,169 CHF | 19,759 CHF | 99.27% | 99.27% |
09/07/2024 | 4.83% | 0.19 CHF | 0.20 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 60,700 CHF | 21,233 CHF | 99.27% | 99.27% |
08/07/2024 | 4.40% | 0.23 CHF | 0.24 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 66,738 CHF | 23,246 CHF | 99.25% | 99.25% |
05/07/2024 | 4.40% | 0.22 CHF | 0.23 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 66,736 CHF | 23,245 CHF | 99.27% | 99.27% |
04/07/2024 | 4.39% | 0.22 CHF | 0.23 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 66,847 CHF | 23,282 CHF | 99.27% | 99.27% |
03/07/2024 | 4.28% | 0.23 CHF | 0.24 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 68,620 CHF | 23,873 CHF | 99.27% | 99.27% |
02/07/2024 | 4.22% | 0.24 CHF | 0.25 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 69,648 CHF | 24,216 CHF | 99.27% | 99.27% |