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 | 5.52% | 0.17 CHF | 0.18 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 52,886 CHF | 18,629 CHF | 95.92% | 95.92% |
12/07/2024 | 5.91% | 0.17 CHF | 0.18 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 49,325 CHF | 17,442 CHF | 99.38% | 99.38% |
11/07/2024 | 6.43% | 0.16 CHF | 0.17 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 45,162 CHF | 16,054 CHF | 99.37% | 99.37% |
10/07/2024 | 6.18% | 0.15 CHF | 0.16 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 47,109 CHF | 16,703 CHF | 99.37% | 99.37% |
09/07/2024 | 5.90% | 0.15 CHF | 0.16 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 49,423 CHF | 17,474 CHF | 99.38% | 99.38% |
08/07/2024 | 5.43% | 0.18 CHF | 0.19 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 53,741 CHF | 18,914 CHF | 99.37% | 99.37% |
05/07/2024 | 5.82% | 0.17 CHF | 0.18 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 50,158 CHF | 17,719 CHF | 99.38% | 99.38% |
04/07/2024 | 6.05% | 0.17 CHF | 0.18 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 48,095 CHF | 17,032 CHF | 98.59% | 98.59% |
03/07/2024 | 6.07% | 0.16 CHF | 0.17 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 48,129 CHF | 17,043 CHF | 99.37% | 99.37% |
02/07/2024 | 5.71% | 0.18 CHF | 0.19 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 51,121 CHF | 18,040 CHF | 99.38% | 99.38% |