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 | 5.32% | 0.21 CHF | 0.22 CHF | 600,000 | 200,000 | 722,172 | 240,724 | 132,289 CHF | 46,504 CHF | 99.38% | 99.38% |
12/07/2024 | 5.23% | 0.17 CHF | 0.18 CHF | 750,000 | 250,000 | 696,245 | 232,082 | 129,632 CHF | 45,532 CHF | 99.38% | 99.38% |
11/07/2024 | 4.38% | 0.21 CHF | 0.22 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 134,077 CHF | 46,692 CHF | 99.38% | 99.38% |
10/07/2024 | 4.09% | 0.22 CHF | 0.23 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 143,962 CHF | 49,987 CHF | 99.37% | 99.37% |
09/07/2024 | 4.25% | 0.23 CHF | 0.24 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 138,280 CHF | 48,093 CHF | 99.37% | 99.37% |
08/07/2024 | 4.28% | 0.24 CHF | 0.25 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 137,268 CHF | 47,756 CHF | 99.38% | 99.38% |
05/07/2024 | 4.47% | 0.24 CHF | 0.25 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 131,614 CHF | 45,872 CHF | 99.38% | 99.38% |
04/07/2024 | 3.98% | 0.23 CHF | 0.24 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 147,917 CHF | 51,306 CHF | 98.58% | 98.58% |
03/07/2024 | 3.91% | 0.25 CHF | 0.26 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 150,520 CHF | 52,173 CHF | 99.37% | 99.37% |
02/07/2024 | 3.40% | 0.27 CHF | 0.28 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 173,778 CHF | 59,926 CHF | 99.38% | 99.38% |