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 | 3.68% | 0.26 CHF | 0.27 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 160,226 CHF | 55,409 CHF | 98.68% | 98.68% |
12/07/2024 | 4.24% | 0.23 CHF | 0.24 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 138,773 CHF | 48,258 CHF | 98.81% | 98.81% |
11/07/2024 | 3.79% | 0.24 CHF | 0.25 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 155,516 CHF | 53,839 CHF | 98.85% | 98.85% |
10/07/2024 | 3.85% | 0.26 CHF | 0.27 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 152,922 CHF | 52,974 CHF | 98.73% | 98.73% |
09/07/2024 | 3.90% | 0.26 CHF | 0.27 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 151,353 CHF | 52,451 CHF | 98.79% | 98.79% |
08/07/2024 | 4.29% | 0.22 CHF | 0.23 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 137,052 CHF | 47,684 CHF | 98.75% | 98.75% |
05/07/2024 | 6.11% | 0.19 CHF | 0.20 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 96,309 CHF | 34,103 CHF | 98.79% | 98.79% |
04/07/2024 | 6.06% | 0.15 CHF | 0.16 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 96,317 CHF | 34,106 CHF | 98.75% | 98.75% |
03/07/2024 | 6.90% | 0.14 CHF | 0.15 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 84,309 CHF | 30,103 CHF | 98.83% | 98.83% |
02/07/2024 | 4.13% | 0.23 CHF | 0.24 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 142,685 CHF | 49,562 CHF | 98.71% | 98.71% |