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 | 3.37% | 0.29 CHF | 0.30 CHF | 1,500,000 | 150,000 | 1,500,000 | 158,447 | 438,341 CHF | 47,840 CHF | 99.27% | 99.27% |
12/07/2024 | 3.14% | 0.30 CHF | 0.31 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 470,577 CHF | 48,558 CHF | 99.27% | 99.27% |
11/07/2024 | 3.05% | 0.34 CHF | 0.35 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 484,664 CHF | 49,966 CHF | 99.27% | 99.27% |
10/07/2024 | 3.58% | 0.30 CHF | 0.31 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 412,275 CHF | 42,728 CHF | 99.27% | 99.27% |
09/07/2024 | 3.33% | 0.31 CHF | 0.32 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 444,009 CHF | 45,901 CHF | 99.27% | 99.27% |
08/07/2024 | 3.63% | 0.27 CHF | 0.28 CHF | 1,500,000 | 150,000 | 1,500,000 | 186,699 | 406,086 CHF | 52,335 CHF | 99.24% | 99.24% |
05/07/2024 | 3.81% | 0.26 CHF | 0.27 CHF | 1,500,000 | 200,000 | 1,500,000 | 190,770 | 386,681 CHF | 50,884 CHF | 99.27% | 99.27% |
04/07/2024 | 3.23% | 0.30 CHF | 0.31 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 456,758 CHF | 47,176 CHF | 99.27% | 99.27% |
03/07/2024 | 3.26% | 0.30 CHF | 0.31 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 452,723 CHF | 46,772 CHF | 99.27% | 99.27% |
02/07/2024 | 3.33% | 0.29 CHF | 0.30 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 443,492 CHF | 45,849 CHF | 99.27% | 99.27% |