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 | 5.26% | 0.17 CHF | 0.18 CHF | 300,000 | 300,000 | 282,063 | 282,063 | 52,170 CHF | 54,991 CHF | 99.39% | 99.39% |
12/07/2024 | 5.08% | 0.20 CHF | 0.21 CHF | 250,000 | 250,000 | 269,624 | 269,624 | 51,628 CHF | 54,324 CHF | 99.05% | 99.05% |
11/07/2024 | 5.70% | 0.19 CHF | 0.20 CHF | 275,000 | 275,000 | 305,301 | 305,301 | 52,067 CHF | 55,120 CHF | 96.31% | 96.31% |
10/07/2024 | 6.41% | 0.15 CHF | 0.16 CHF | 350,000 | 350,000 | 346,786 | 346,786 | 52,369 CHF | 55,837 CHF | 95.49% | 95.49% |
09/07/2024 | 5.62% | 0.17 CHF | 0.18 CHF | 300,000 | 300,000 | 301,056 | 301,056 | 52,112 CHF | 55,123 CHF | 99.04% | 99.04% |
08/07/2024 | 5.20% | 0.18 CHF | 0.19 CHF | 300,000 | 300,000 | 281,234 | 281,233 | 52,651 CHF | 55,463 CHF | 99.22% | 99.22% |
05/07/2024 | 4.87% | 0.19 CHF | 0.20 CHF | 275,000 | 275,000 | 254,851 | 254,851 | 51,057 CHF | 53,605 CHF | 99.38% | 99.38% |
04/07/2024 | 5.14% | 0.20 CHF | 0.21 CHF | 250,000 | 250,000 | 275,211 | 275,211 | 52,095 CHF | 54,847 CHF | 99.39% | 99.39% |
03/07/2024 | 5.36% | 0.18 CHF | 0.19 CHF | 300,000 | 300,000 | 294,450 | 294,450 | 53,481 CHF | 56,426 CHF | 98.63% | 98.63% |
02/07/2024 | 5.39% | 0.18 CHF | 0.19 CHF | 300,000 | 300,000 | 296,819 | 296,819 | 53,538 CHF | 56,507 CHF | 99.05% | 99.05% |