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 | 3.09% | 0.29 CHF | 0.30 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 191,959 CHF | 65,986 CHF | 99.42% | 99.42% |
12/07/2024 | 2.82% | 0.36 CHF | 0.37 CHF | 600,000 | 200,000 | 562,845 | 187,615 | 196,246 CHF | 67,292 CHF | 99.44% | 99.44% |
11/07/2024 | 2.80% | 0.34 CHF | 0.35 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 211,145 CHF | 72,382 CHF | 99.36% | 99.36% |
10/07/2024 | 3.28% | 0.33 CHF | 0.34 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 180,055 CHF | 62,018 CHF | 99.38% | 99.38% |
09/07/2024 | 3.52% | 0.27 CHF | 0.28 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 167,786 CHF | 57,929 CHF | 99.34% | 99.34% |
08/07/2024 | 3.39% | 0.29 CHF | 0.30 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 174,345 CHF | 60,115 CHF | 99.32% | 99.32% |
05/07/2024 | 3.85% | 0.25 CHF | 0.26 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 152,958 CHF | 52,986 CHF | 99.36% | 99.36% |
04/07/2024 | 4.05% | 0.25 CHF | 0.26 CHF | 600,000 | 200,000 | 635,005 | 211,668 | 153,501 CHF | 53,284 CHF | 99.36% | 99.36% |
03/07/2024 | 4.17% | 0.24 CHF | 0.25 CHF | 750,000 | 250,000 | 670,664 | 223,555 | 157,400 CHF | 54,702 CHF | 99.38% | 99.38% |
02/07/2024 | 3.92% | 0.24 CHF | 0.25 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 150,035 CHF | 52,012 CHF | 99.30% | 99.30% |