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 | 2.68% | 0.37 CHF | 0.38 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 165,375 CHF | 56,625 CHF | 93.42% | 93.42% |
12/07/2024 | 2.69% | 0.38 CHF | 0.39 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 165,020 CHF | 56,507 CHF | 95.34% | 95.34% |
11/07/2024 | 2.85% | 0.36 CHF | 0.37 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 155,671 CHF | 53,390 CHF | 97.74% | 97.74% |
10/07/2024 | 3.14% | 0.34 CHF | 0.35 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 141,656 CHF | 48,719 CHF | 98.61% | 98.61% |
09/07/2024 | 2.96% | 0.33 CHF | 0.34 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 149,605 CHF | 51,368 CHF | 97.45% | 97.45% |
08/07/2024 | 2.87% | 0.34 CHF | 0.35 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 154,454 CHF | 52,985 CHF | 96.10% | 96.10% |
05/07/2024 | 2.72% | 0.34 CHF | 0.35 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 163,420 CHF | 55,974 CHF | 97.96% | 97.96% |
04/07/2024 | 2.75% | 0.36 CHF | 0.37 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 161,318 CHF | 55,273 CHF | 97.65% | 97.65% |
03/07/2024 | 2.88% | 0.34 CHF | 0.35 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 153,993 CHF | 52,831 CHF | 97.40% | 97.40% |
02/07/2024 | 3.23% | 0.30 CHF | 0.31 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 137,058 CHF | 47,186 CHF | 96.85% | 96.85% |