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 | 6.59% | 0.16 CHF | 0.17 CHF | 320,000 | 250,000 | 317,017 | 200,201 | 51,170 CHF | 34,592 CHF | 99.23% | 99.23% |
12/07/2024 | 5.85% | 0.17 CHF | 0.18 CHF | 300,000 | 250,000 | 300,449 | 200,187 | 51,004 CHF | 36,034 CHF | 99.55% | 99.55% |
11/07/2024 | 8.10% | 0.17 CHF | 0.18 CHF | 300,000 | 250,000 | 279,126 | 200,198 | 51,179 CHF | 39,608 CHF | 97.98% | 97.98% |
10/07/2024 | 5.58% | 0.20 CHF | 0.21 CHF | 250,000 | 250,000 | 267,297 | 199,961 | 51,124 CHF | 40,429 CHF | 95.22% | 95.22% |
09/07/2024 | 5.12% | 0.19 CHF | 0.20 CHF | 270,000 | 250,000 | 268,663 | 200,178 | 51,211 CHF | 40,205 CHF | 99.53% | 99.53% |
08/07/2024 | 6.32% | 0.19 CHF | 0.20 CHF | 270,000 | 250,000 | 282,031 | 200,194 | 50,675 CHF | 38,430 CHF | 99.55% | 99.55% |
05/07/2024 | 5.58% | 0.17 CHF | 0.18 CHF | 300,000 | 250,000 | 279,701 | 200,354 | 50,490 CHF | 38,279 CHF | 98.21% | 98.21% |
04/07/2024 | 5.47% | 0.18 CHF | 0.19 CHF | 280,000 | 250,000 | 280,214 | 198,770 | 50,406 CHF | 37,766 CHF | 86.76% | 86.76% |
03/07/2024 | 5.47% | 0.18 CHF | 0.19 CHF | 280,000 | 250,000 | 270,763 | 200,344 | 51,231 CHF | 39,956 CHF | 99.54% | 99.54% |
02/07/2024 | 5.32% | 0.19 CHF | 0.20 CHF | 270,000 | 250,000 | 247,480 | 200,175 | 50,438 CHF | 42,843 CHF | 97.93% | 97.93% |