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 | 4.83% | 0.20 CHF | 0.21 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 151,728 CHF | 53,076 CHF | 96.49% | 96.49% |
12/07/2024 | 4.84% | 0.20 CHF | 0.21 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 151,467 CHF | 52,989 CHF | 91.97% | 91.97% |
11/07/2024 | 4.20% | 0.22 CHF | 0.23 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 175,185 CHF | 60,895 CHF | 98.50% | 98.50% |
10/07/2024 | 3.54% | 0.27 CHF | 0.28 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 166,669 CHF | 57,557 CHF | 98.34% | 98.34% |
09/07/2024 | 3.70% | 0.29 CHF | 0.30 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 159,617 CHF | 55,206 CHF | 97.90% | 97.90% |
08/07/2024 | 4.24% | 0.24 CHF | 0.25 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 173,027 CHF | 60,176 CHF | 98.09% | 98.09% |
05/07/2024 | 4.16% | 0.24 CHF | 0.25 CHF | 750,000 | 250,000 | 749,839 | 249,946 | 176,610 CHF | 61,370 CHF | 99.02% | 99.02% |
04/07/2024 | 4.20% | 0.23 CHF | 0.24 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 174,906 CHF | 60,802 CHF | 99.57% | 99.57% |
03/07/2024 | 3.91% | 0.25 CHF | 0.26 CHF | 750,000 | 250,000 | 631,009 | 210,336 | 158,187 CHF | 54,832 CHF | 97.69% | 97.69% |
02/07/2024 | 4.02% | 0.25 CHF | 0.26 CHF | 600,000 | 200,000 | 729,471 | 243,157 | 177,989 CHF | 61,761 CHF | 99.58% | 99.58% |