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 | 4.28% | 0.22 CHF | 0.23 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 103,155 CHF | 35,885 CHF | 99.27% | 99.27% |
12/07/2024 | 3.90% | 0.25 CHF | 0.26 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 113,156 CHF | 39,219 CHF | 99.27% | 99.27% |
11/07/2024 | 4.14% | 0.24 CHF | 0.25 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 106,522 CHF | 37,008 CHF | 99.27% | 99.27% |
10/07/2024 | 4.31% | 0.24 CHF | 0.25 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 102,271 CHF | 35,590 CHF | 99.27% | 99.27% |
09/07/2024 | 4.73% | 0.22 CHF | 0.23 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 92,893 CHF | 32,464 CHF | 99.27% | 99.27% |
08/07/2024 | 4.88% | 0.20 CHF | 0.21 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 90,000 CHF | 31,500 CHF | 99.25% | 99.25% |
05/07/2024 | 4.81% | 0.20 CHF | 0.21 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 91,381 CHF | 31,960 CHF | 99.27% | 99.27% |
04/07/2024 | 4.91% | 0.20 CHF | 0.21 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 89,354 CHF | 31,285 CHF | 99.27% | 99.27% |
03/07/2024 | 5.13% | 0.19 CHF | 0.20 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 85,544 CHF | 30,015 CHF | 99.27% | 99.27% |
02/07/2024 | 5.22% | 0.18 CHF | 0.19 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 84,036 CHF | 29,512 CHF | 99.27% | 99.27% |