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 | 3.27% | 0.30 CHF | 0.31 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 180,680 CHF | 62,227 CHF | 99.39% | 99.39% |
12/07/2024 | 3.08% | 0.32 CHF | 0.33 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 192,120 CHF | 66,040 CHF | 99.24% | 99.24% |
11/07/2024 | 3.48% | 0.28 CHF | 0.29 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 169,601 CHF | 58,534 CHF | 99.34% | 99.34% |
10/07/2024 | 3.25% | 0.30 CHF | 0.31 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 181,551 CHF | 62,517 CHF | 99.36% | 99.36% |
09/07/2024 | 3.11% | 0.31 CHF | 0.32 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 189,878 CHF | 65,293 CHF | 99.34% | 99.34% |
08/07/2024 | 2.44% | 0.39 CHF | 0.40 CHF | 450,000 | 150,000 | 450,992 | 150,331 | 182,630 CHF | 62,380 CHF | 99.36% | 99.36% |
05/07/2024 | 2.29% | 0.41 CHF | 0.42 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 194,762 CHF | 66,421 CHF | 99.29% | 99.29% |
04/07/2024 | 2.30% | 0.45 CHF | 0.46 CHF | 450,000 | 150,000 | 466,341 | 155,447 | 199,859 CHF | 68,174 CHF | 99.37% | 99.37% |
03/07/2024 | 2.48% | 0.40 CHF | 0.41 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 238,816 CHF | 81,605 CHF | 99.34% | 99.34% |
02/07/2024 | 2.71% | 0.37 CHF | 0.38 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 218,897 CHF | 74,966 CHF | 99.29% | 99.29% |