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 | 5.81% | 0.16 CHF | 0.17 CHF | 500,000 | 75,000 | 500,000 | 75,057 | 83,633 CHF | 13,305 CHF | 95.92% | 95.92% |
12/07/2024 | 6.35% | 0.16 CHF | 0.17 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 76,399 CHF | 16,280 CHF | 99.38% | 99.38% |
11/07/2024 | 6.90% | 0.15 CHF | 0.16 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 69,980 CHF | 14,996 CHF | 99.38% | 99.38% |
10/07/2024 | 6.63% | 0.14 CHF | 0.15 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 72,960 CHF | 15,592 CHF | 99.37% | 99.37% |
09/07/2024 | 6.30% | 0.14 CHF | 0.15 CHF | 500,000 | 100,000 | 500,000 | 99,998 | 76,940 CHF | 16,388 CHF | 99.38% | 99.38% |
08/07/2024 | 5.74% | 0.17 CHF | 0.18 CHF | 500,000 | 75,000 | 500,000 | 76,085 | 84,694 CHF | 13,635 CHF | 99.38% | 99.38% |
05/07/2024 | 6.16% | 0.16 CHF | 0.17 CHF | 500,000 | 100,000 | 500,000 | 91,453 | 78,852 CHF | 15,262 CHF | 99.38% | 99.38% |
04/07/2024 | 6.41% | 0.16 CHF | 0.17 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 75,495 CHF | 16,099 CHF | 98.59% | 98.59% |
03/07/2024 | 6.45% | 0.15 CHF | 0.16 CHF | 500,000 | 100,000 | 500,000 | 95,082 | 75,424 CHF | 15,208 CHF | 99.37% | 99.37% |
02/07/2024 | 6.05% | 0.17 CHF | 0.18 CHF | 500,000 | 75,000 | 500,000 | 87,419 | 80,280 CHF | 14,876 CHF | 99.38% | 99.38% |