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 | 4.51% | 0.21 CHF | 0.22 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 54,231 CHF | 56,731 CHF | 99.39% | 99.39% |
12/07/2024 | 4.81% | 0.23 CHF | 0.24 CHF | 250,000 | 250,000 | 253,987 | 253,987 | 51,621 CHF | 54,161 CHF | 99.08% | 99.08% |
11/07/2024 | 5.13% | 0.20 CHF | 0.21 CHF | 275,000 | 275,000 | 276,059 | 276,059 | 52,414 CHF | 55,175 CHF | 98.53% | 98.53% |
10/07/2024 | 5.43% | 0.18 CHF | 0.19 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 53,770 CHF | 56,770 CHF | 95.45% | 95.45% |
09/07/2024 | 4.96% | 0.18 CHF | 0.19 CHF | 300,000 | 300,000 | 261,176 | 261,176 | 51,333 CHF | 53,945 CHF | 99.05% | 99.05% |
08/07/2024 | 5.08% | 0.20 CHF | 0.21 CHF | 250,000 | 250,000 | 269,960 | 269,960 | 51,798 CHF | 54,498 CHF | 99.22% | 99.22% |
05/07/2024 | 4.82% | 0.18 CHF | 0.19 CHF | 275,000 | 275,000 | 255,918 | 255,918 | 51,846 CHF | 54,405 CHF | 99.39% | 99.39% |
04/07/2024 | 5.05% | 0.20 CHF | 0.21 CHF | 250,000 | 250,000 | 267,347 | 267,347 | 51,619 CHF | 54,292 CHF | 99.39% | 99.39% |
03/07/2024 | 5.49% | 0.19 CHF | 0.20 CHF | 275,000 | 275,000 | 296,358 | 296,358 | 52,540 CHF | 55,504 CHF | 98.63% | 98.63% |
02/07/2024 | 6.10% | 0.16 CHF | 0.17 CHF | 325,000 | 325,000 | 327,043 | 327,043 | 52,001 CHF | 55,271 CHF | 99.06% | 99.06% |