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 | 4.63% | 0.19 CHF | 0.20 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 158,711 CHF | 55,404 CHF | 99.38% | 99.38% |
12/07/2024 | 5.15% | 0.21 CHF | 0.22 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 142,131 CHF | 49,877 CHF | 99.38% | 99.38% |
11/07/2024 | 5.78% | 0.20 CHF | 0.21 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 126,997 CHF | 44,833 CHF | 99.38% | 99.38% |
10/07/2024 | 6.59% | 0.15 CHF | 0.16 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 110,254 CHF | 39,251 CHF | 99.37% | 99.37% |
09/07/2024 | 6.13% | 0.15 CHF | 0.16 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 118,787 CHF | 42,096 CHF | 99.38% | 99.38% |
08/07/2024 | 6.34% | 0.15 CHF | 0.16 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 114,896 CHF | 40,799 CHF | 99.38% | 99.38% |
05/07/2024 | 5.19% | 0.18 CHF | 0.19 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 140,808 CHF | 49,436 CHF | 99.38% | 99.38% |
04/07/2024 | 5.61% | 0.18 CHF | 0.19 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 130,142 CHF | 45,881 CHF | 98.58% | 98.58% |
03/07/2024 | 6.12% | 0.17 CHF | 0.18 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 118,974 CHF | 42,158 CHF | 99.37% | 99.37% |
02/07/2024 | 7.78% | 0.14 CHF | 0.15 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 92,784 CHF | 33,428 CHF | 99.38% | 99.38% |