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 | 3.99% | 0.24 CHF | 0.25 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 73,656 CHF | 25,552 CHF | 99.16% | 99.16% |
12/07/2024 | 3.93% | 0.25 CHF | 0.26 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 74,941 CHF | 25,980 CHF | 99.16% | 99.16% |
11/07/2024 | 4.17% | 0.25 CHF | 0.26 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 70,594 CHF | 24,531 CHF | 99.16% | 99.16% |
10/07/2024 | 4.31% | 0.23 CHF | 0.24 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 68,098 CHF | 23,699 CHF | 99.17% | 99.17% |
09/07/2024 | 5.62% | 0.18 CHF | 0.19 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 51,956 CHF | 18,319 CHF | 99.17% | 99.17% |
08/07/2024 | 5.79% | 0.16 CHF | 0.17 CHF | 450,000 | 150,000 | 322,955 | 107,652 | 54,027 CHF | 19,086 CHF | 99.16% | 99.16% |
05/07/2024 | 5.65% | 0.17 CHF | 0.18 CHF | 300,000 | 100,000 | 301,429 | 100,476 | 51,809 CHF | 18,274 CHF | 99.15% | 99.15% |
04/07/2024 | 5.85% | 0.16 CHF | 0.17 CHF | 450,000 | 150,000 | 408,675 | 136,225 | 67,698 CHF | 23,928 CHF | 99.17% | 99.17% |
03/07/2024 | 6.14% | 0.16 CHF | 0.17 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 71,128 CHF | 25,209 CHF | 99.15% | 99.15% |
02/07/2024 | 6.53% | 0.15 CHF | 0.16 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 66,756 CHF | 23,752 CHF | 99.17% | 99.17% |