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 | 6.06% | 0.15 CHF | 0.16 CHF | 325,000 | 325,000 | 323,985 | 323,985 | 51,856 CHF | 55,096 CHF | 99.39% | 99.39% |
12/07/2024 | 5.90% | 0.16 CHF | 0.17 CHF | 325,000 | 325,000 | 313,851 | 313,851 | 51,605 CHF | 54,743 CHF | 99.06% | 99.06% |
11/07/2024 | 5.95% | 0.16 CHF | 0.17 CHF | 325,000 | 325,000 | 316,647 | 316,647 | 51,597 CHF | 54,764 CHF | 97.63% | 97.63% |
10/07/2024 | 5.96% | 0.17 CHF | 0.18 CHF | 300,000 | 300,000 | 317,817 | 317,817 | 51,727 CHF | 54,905 CHF | 95.49% | 95.49% |
09/07/2024 | 5.86% | 0.17 CHF | 0.18 CHF | 300,000 | 300,000 | 311,965 | 311,965 | 51,643 CHF | 54,763 CHF | 99.06% | 99.06% |
08/07/2024 | 5.96% | 0.16 CHF | 0.17 CHF | 325,000 | 325,000 | 317,863 | 317,863 | 51,711 CHF | 54,890 CHF | 99.22% | 99.22% |
05/07/2024 | 5.63% | 0.18 CHF | 0.19 CHF | 300,000 | 300,000 | 299,472 | 299,472 | 51,678 CHF | 54,673 CHF | 99.39% | 99.39% |
04/07/2024 | 5.21% | 0.19 CHF | 0.20 CHF | 275,000 | 275,000 | 282,470 | 282,470 | 52,784 CHF | 55,608 CHF | 99.39% | 99.39% |
03/07/2024 | 5.38% | 0.18 CHF | 0.19 CHF | 300,000 | 300,000 | 297,300 | 297,300 | 53,786 CHF | 56,759 CHF | 98.62% | 98.62% |
02/07/2024 | 5.12% | 0.19 CHF | 0.20 CHF | 275,000 | 275,000 | 274,525 | 274,525 | 52,246 CHF | 54,991 CHF | 99.06% | 99.06% |