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 | 5.37% | 0.19 CHF | 0.20 CHF | 270,000 | 250,000 | 252,115 | 200,134 | 50,287 CHF | 42,155 CHF | 98.98% | 98.98% |
12/07/2024 | 6.85% | 0.20 CHF | 0.21 CHF | 250,000 | 250,000 | 248,899 | 200,122 | 50,499 CHF | 43,472 CHF | 99.69% | 99.69% |
11/07/2024 | 4.47% | 0.20 CHF | 0.21 CHF | 250,000 | 250,000 | 228,468 | 200,128 | 50,547 CHF | 46,122 CHF | 98.19% | 98.19% |
10/07/2024 | 5.45% | 0.24 CHF | 0.25 CHF | 250,000 | 250,000 | 229,377 | 199,885 | 52,149 CHF | 47,987 CHF | 95.36% | 95.36% |
09/07/2024 | 5.69% | 0.22 CHF | 0.23 CHF | 250,000 | 250,000 | 233,778 | 200,119 | 52,024 CHF | 47,114 CHF | 99.69% | 99.69% |
08/07/2024 | 6.49% | 0.23 CHF | 0.24 CHF | 250,000 | 250,000 | 242,135 | 200,129 | 51,585 CHF | 45,515 CHF | 99.68% | 99.68% |
05/07/2024 | 4.97% | 0.21 CHF | 0.22 CHF | 250,000 | 250,000 | 235,389 | 200,151 | 51,370 CHF | 45,885 CHF | 98.12% | 98.12% |
04/07/2024 | 5.94% | 0.22 CHF | 0.23 CHF | 250,000 | 250,000 | 237,572 | 198,827 | 51,091 CHF | 45,320 CHF | 90.94% | 90.94% |
03/07/2024 | 4.88% | 0.22 CHF | 0.23 CHF | 250,000 | 250,000 | 227,783 | 200,274 | 51,674 CHF | 47,660 CHF | 99.69% | 99.69% |
02/07/2024 | 5.30% | 0.23 CHF | 0.24 CHF | 250,000 | 250,000 | 215,379 | 200,106 | 51,858 CHF | 50,635 CHF | 98.06% | 98.06% |