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 | 2.40% | 0.42 CHF | 0.43 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 185,581 CHF | 63,360 CHF | 98.47% | 98.47% |
12/07/2024 | 2.40% | 0.43 CHF | 0.44 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 185,695 CHF | 63,398 CHF | 99.06% | 99.06% |
11/07/2024 | 2.52% | 0.39 CHF | 0.40 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 176,539 CHF | 60,346 CHF | 97.31% | 97.31% |
10/07/2024 | 2.70% | 0.37 CHF | 0.38 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 164,823 CHF | 56,441 CHF | 98.93% | 98.93% |
09/07/2024 | 2.76% | 0.34 CHF | 0.35 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 161,021 CHF | 55,174 CHF | 99.10% | 99.10% |
08/07/2024 | 2.28% | 0.41 CHF | 0.42 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 195,012 CHF | 66,504 CHF | 98.80% | 98.80% |
05/07/2024 | 2.36% | 0.42 CHF | 0.43 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 188,196 CHF | 64,232 CHF | 99.02% | 99.02% |
04/07/2024 | 2.34% | 0.42 CHF | 0.43 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 190,377 CHF | 64,959 CHF | 99.41% | 99.41% |
03/07/2024 | 2.63% | 0.38 CHF | 0.39 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 168,990 CHF | 57,830 CHF | 99.41% | 99.41% |
02/07/2024 | 3.11% | 0.32 CHF | 0.33 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 142,415 CHF | 48,972 CHF | 98.86% | 98.86% |