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 | 2.10% | 0.47 CHF | 0.48 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 141,303 CHF | 48,101 CHF | 99.54% | 99.54% |
12/07/2024 | 1.90% | 0.49 CHF | 0.50 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 156,166 CHF | 53,056 CHF | 99.38% | 99.38% |
11/07/2024 | 2.17% | 0.48 CHF | 0.49 CHF | 300,000 | 100,000 | 369,192 | 123,064 | 167,616 CHF | 57,103 CHF | 98.91% | 98.91% |
10/07/2024 | 2.36% | 0.45 CHF | 0.46 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 188,923 CHF | 64,474 CHF | 99.58% | 99.58% |
09/07/2024 | 2.49% | 0.40 CHF | 0.41 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 178,579 CHF | 61,026 CHF | 99.55% | 99.55% |
08/07/2024 | 2.26% | 0.43 CHF | 0.44 CHF | 450,000 | 150,000 | 446,077 | 148,692 | 194,840 CHF | 66,434 CHF | 99.57% | 99.57% |
05/07/2024 | 2.42% | 0.43 CHF | 0.44 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 183,882 CHF | 62,794 CHF | 99.51% | 99.51% |
04/07/2024 | 2.42% | 0.40 CHF | 0.41 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 183,640 CHF | 62,713 CHF | 99.57% | 99.57% |
03/07/2024 | 2.02% | 0.41 CHF | 0.42 CHF | 450,000 | 150,000 | 326,891 | 108,964 | 159,281 CHF | 54,183 CHF | 99.53% | 99.53% |
02/07/2024 | 2.02% | 0.48 CHF | 0.49 CHF | 450,000 | 150,000 | 326,870 | 108,957 | 159,649 CHF | 54,306 CHF | 99.27% | 99.27% |