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 | 2.69% | 0.34 CHF | 0.35 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 275,725 CHF | 37,763 CHF | 96.15% | 96.15% |
12/07/2024 | 2.65% | 0.40 CHF | 0.41 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 279,628 CHF | 38,284 CHF | 96.47% | 96.47% |
11/07/2024 | 2.65% | 0.39 CHF | 0.40 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 279,050 CHF | 38,207 CHF | 97.65% | 97.65% |
10/07/2024 | 2.97% | 0.35 CHF | 0.36 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 249,062 CHF | 34,208 CHF | 96.44% | 96.44% |
09/07/2024 | 3.14% | 0.31 CHF | 0.32 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 235,263 CHF | 32,368 CHF | 95.47% | 95.47% |
08/07/2024 | 2.99% | 0.33 CHF | 0.34 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 247,340 CHF | 33,979 CHF | 95.49% | 95.49% |
05/07/2024 | 2.86% | 0.33 CHF | 0.34 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 258,562 CHF | 35,475 CHF | 97.89% | 97.89% |
04/07/2024 | 2.77% | 0.36 CHF | 0.37 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 267,173 CHF | 36,623 CHF | 89.13% | 89.13% |
03/07/2024 | 2.91% | 0.36 CHF | 0.37 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 254,481 CHF | 34,931 CHF | 95.47% | 95.47% |
02/07/2024 | 3.41% | 0.30 CHF | 0.31 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 216,316 CHF | 29,842 CHF | 98.55% | 98.55% |