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 | 5.77% | 0.17 CHF | 0.18 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 151,637 CHF | 53,546 CHF | 95.65% | 95.65% |
12/07/2024 | 4.94% | 0.19 CHF | 0.20 CHF | 900,000 | 300,000 | 775,779 | 258,593 | 152,991 CHF | 53,583 CHF | 99.46% | 99.46% |
11/07/2024 | 4.06% | 0.23 CHF | 0.24 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 181,437 CHF | 62,979 CHF | 98.35% | 98.35% |
10/07/2024 | 4.43% | 0.22 CHF | 0.23 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 165,527 CHF | 57,676 CHF | 96.16% | 96.16% |
09/07/2024 | 4.36% | 0.24 CHF | 0.25 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 168,382 CHF | 58,627 CHF | 96.97% | 96.97% |
08/07/2024 | 5.15% | 0.21 CHF | 0.22 CHF | 750,000 | 250,000 | 773,794 | 257,931 | 146,760 CHF | 51,499 CHF | 93.54% | 93.54% |
05/07/2024 | 4.60% | 0.19 CHF | 0.20 CHF | 900,000 | 300,000 | 765,897 | 255,299 | 162,834 CHF | 56,831 CHF | 96.06% | 96.06% |
04/07/2024 | 4.46% | 0.21 CHF | 0.22 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 164,383 CHF | 57,294 CHF | 99.57% | 99.57% |
03/07/2024 | 4.76% | 0.23 CHF | 0.24 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 154,191 CHF | 53,897 CHF | 98.77% | 98.77% |
02/07/2024 | 5.52% | 0.21 CHF | 0.22 CHF | 750,000 | 250,000 | 871,609 | 290,536 | 153,676 CHF | 54,131 CHF | 99.59% | 99.59% |