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 | 5.62% | 0.18 CHF | 0.19 CHF | 300,000 | 300,000 | 303,549 | 303,549 | 52,579 CHF | 55,615 CHF | 99.39% | 99.39% |
12/07/2024 | 5.70% | 0.16 CHF | 0.17 CHF | 325,000 | 325,000 | 303,800 | 303,800 | 51,834 CHF | 54,872 CHF | 99.06% | 99.06% |
11/07/2024 | 5.14% | 0.17 CHF | 0.18 CHF | 300,000 | 300,000 | 270,677 | 270,677 | 51,232 CHF | 53,939 CHF | 94.49% | 94.49% |
10/07/2024 | 4.50% | 0.21 CHF | 0.22 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 54,316 CHF | 56,816 CHF | 95.49% | 95.49% |
09/07/2024 | 4.90% | 0.20 CHF | 0.21 CHF | 250,000 | 250,000 | 253,007 | 253,007 | 50,424 CHF | 52,954 CHF | 99.05% | 99.05% |
08/07/2024 | 5.24% | 0.19 CHF | 0.20 CHF | 250,000 | 250,000 | 284,574 | 284,574 | 52,803 CHF | 55,649 CHF | 99.22% | 99.22% |
05/07/2024 | 5.45% | 0.18 CHF | 0.19 CHF | 275,000 | 275,000 | 296,196 | 296,196 | 52,921 CHF | 55,883 CHF | 99.39% | 99.39% |
04/07/2024 | 5.14% | 0.18 CHF | 0.19 CHF | 300,000 | 300,000 | 275,052 | 275,052 | 52,081 CHF | 54,832 CHF | 99.38% | 99.38% |
03/07/2024 | 4.82% | 0.20 CHF | 0.21 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 50,605 CHF | 53,105 CHF | 98.61% | 98.61% |
02/07/2024 | 4.67% | 0.21 CHF | 0.22 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 52,334 CHF | 54,834 CHF | 99.05% | 99.05% |