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 | 5.37% | 0.17 CHF | 0.18 CHF | 300,000 | 300,000 | 288,597 | 288,597 | 52,332 CHF | 55,218 CHF | 99.39% | 99.39% |
12/07/2024 | 5.22% | 0.20 CHF | 0.21 CHF | 275,000 | 275,000 | 285,326 | 285,326 | 53,184 CHF | 56,038 CHF | 99.06% | 99.06% |
11/07/2024 | 5.83% | 0.18 CHF | 0.19 CHF | 300,000 | 300,000 | 314,421 | 314,421 | 52,421 CHF | 55,565 CHF | 92.71% | 92.71% |
10/07/2024 | 6.38% | 0.15 CHF | 0.16 CHF | 350,000 | 350,000 | 344,630 | 344,630 | 52,312 CHF | 55,759 CHF | 95.48% | 95.48% |
09/07/2024 | 5.72% | 0.16 CHF | 0.17 CHF | 300,000 | 300,000 | 301,836 | 301,836 | 51,228 CHF | 54,247 CHF | 99.03% | 99.03% |
08/07/2024 | 5.27% | 0.18 CHF | 0.19 CHF | 300,000 | 300,000 | 287,358 | 287,358 | 53,108 CHF | 55,982 CHF | 99.22% | 99.22% |
05/07/2024 | 4.99% | 0.19 CHF | 0.20 CHF | 275,000 | 275,000 | 261,277 | 261,277 | 50,989 CHF | 53,602 CHF | 99.38% | 99.38% |
04/07/2024 | 5.25% | 0.19 CHF | 0.20 CHF | 275,000 | 275,000 | 286,231 | 286,231 | 53,036 CHF | 55,899 CHF | 99.39% | 99.39% |
03/07/2024 | 5.46% | 0.18 CHF | 0.19 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 53,437 CHF | 56,437 CHF | 98.62% | 98.62% |
02/07/2024 | 5.55% | 0.17 CHF | 0.18 CHF | 300,000 | 300,000 | 299,379 | 299,379 | 52,474 CHF | 55,468 CHF | 99.06% | 99.06% |