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 | 4.43% | 0.20 CHF | 0.21 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 166,035 CHF | 57,845 CHF | 99.38% | 99.38% |
12/07/2024 | 4.90% | 0.22 CHF | 0.23 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 149,631 CHF | 52,377 CHF | 99.38% | 99.38% |
11/07/2024 | 5.39% | 0.21 CHF | 0.22 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 135,989 CHF | 47,830 CHF | 99.38% | 99.38% |
10/07/2024 | 6.14% | 0.16 CHF | 0.17 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 118,476 CHF | 41,992 CHF | 99.37% | 99.37% |
09/07/2024 | 5.76% | 0.16 CHF | 0.17 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 126,630 CHF | 44,710 CHF | 99.38% | 99.38% |
08/07/2024 | 5.93% | 0.17 CHF | 0.18 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 123,021 CHF | 43,507 CHF | 99.38% | 99.38% |
05/07/2024 | 4.94% | 0.18 CHF | 0.19 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 148,048 CHF | 51,849 CHF | 99.38% | 99.38% |
04/07/2024 | 5.39% | 0.18 CHF | 0.19 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 135,422 CHF | 47,641 CHF | 98.59% | 98.59% |
03/07/2024 | 5.79% | 0.17 CHF | 0.18 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 125,963 CHF | 44,488 CHF | 99.38% | 99.38% |
02/07/2024 | 7.22% | 0.15 CHF | 0.16 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 100,283 CHF | 35,928 CHF | 99.38% | 99.38% |