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 | 2.24% | 0.45 CHF | 0.46 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 198,749 CHF | 67,750 CHF | 99.47% | 99.47% |
12/07/2024 | 2.18% | 0.46 CHF | 0.47 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 204,262 CHF | 69,587 CHF | 99.49% | 99.49% |
11/07/2024 | 2.32% | 0.43 CHF | 0.44 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 191,669 CHF | 65,390 CHF | 99.53% | 99.53% |
10/07/2024 | 2.37% | 0.42 CHF | 0.43 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 188,056 CHF | 64,185 CHF | 99.54% | 99.54% |
09/07/2024 | 2.51% | 0.37 CHF | 0.38 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 177,131 CHF | 60,544 CHF | 99.56% | 99.56% |
08/07/2024 | 2.17% | 0.42 CHF | 0.43 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 205,919 CHF | 70,140 CHF | 99.51% | 99.51% |
05/07/2024 | 2.14% | 0.43 CHF | 0.44 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 207,874 CHF | 70,792 CHF | 99.54% | 99.54% |
04/07/2024 | 2.06% | 0.47 CHF | 0.48 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 216,137 CHF | 73,546 CHF | 99.33% | 99.33% |
03/07/2024 | 2.44% | 0.42 CHF | 0.43 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 182,374 CHF | 62,291 CHF | 99.13% | 99.13% |
02/07/2024 | 3.02% | 0.35 CHF | 0.36 CHF | 450,000 | 150,000 | 485,584 | 161,861 | 157,980 CHF | 54,279 CHF | 99.58% | 99.58% |