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 | 3.87% | 0.25 CHF | 0.26 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 190,267 CHF | 65,922 CHF | 95.61% | 95.61% |
12/07/2024 | 4.15% | 0.24 CHF | 0.25 CHF | 750,000 | 250,000 | 750,080 | 250,027 | 176,918 CHF | 61,473 CHF | 99.51% | 99.51% |
11/07/2024 | 4.84% | 0.21 CHF | 0.22 CHF | 900,000 | 300,000 | 897,973 | 299,324 | 181,338 CHF | 63,439 CHF | 98.27% | 98.27% |
10/07/2024 | 4.42% | 0.22 CHF | 0.23 CHF | 900,000 | 300,000 | 883,284 | 294,428 | 195,421 CHF | 68,085 CHF | 96.15% | 96.15% |
09/07/2024 | 4.53% | 0.21 CHF | 0.22 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 194,435 CHF | 67,812 CHF | 96.99% | 96.99% |
08/07/2024 | 4.02% | 0.23 CHF | 0.24 CHF | 750,000 | 250,000 | 762,624 | 254,208 | 186,154 CHF | 64,593 CHF | 93.56% | 93.56% |
05/07/2024 | 4.18% | 0.26 CHF | 0.27 CHF | 750,000 | 250,000 | 803,730 | 267,910 | 188,444 CHF | 65,494 CHF | 96.08% | 96.08% |
04/07/2024 | 4.24% | 0.24 CHF | 0.25 CHF | 750,000 | 250,000 | 842,088 | 280,696 | 194,294 CHF | 67,572 CHF | 99.57% | 99.57% |
03/07/2024 | 4.02% | 0.22 CHF | 0.23 CHF | 900,000 | 300,000 | 772,492 | 257,497 | 188,133 CHF | 65,286 CHF | 98.91% | 98.91% |
02/07/2024 | 3.49% | 0.24 CHF | 0.25 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 211,779 CHF | 73,093 CHF | 99.56% | 99.56% |