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 | 3.78% | 0.26 CHF | 0.27 CHF | 1,000,000 | 400,000 | 999,962 | 399,962 | 259,684 CHF | 107,867 CHF | 98.85% | 98.85% |
12/07/2024 | 3.75% | 0.26 CHF | 0.27 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 261,465 CHF | 108,586 CHF | 98.65% | 98.65% |
11/07/2024 | 3.18% | 0.29 CHF | 0.30 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 279,052 CHF | 96,017 CHF | 97.86% | 97.86% |
10/07/2024 | 3.08% | 0.30 CHF | 0.31 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 288,070 CHF | 99,023 CHF | 99.07% | 99.07% |
09/07/2024 | 3.04% | 0.35 CHF | 0.36 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 292,022 CHF | 100,341 CHF | 99.00% | 99.00% |
08/07/2024 | 3.07% | 0.32 CHF | 0.33 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 288,584 CHF | 99,195 CHF | 98.92% | 98.92% |
05/07/2024 | 3.01% | 0.33 CHF | 0.34 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 294,382 CHF | 101,127 CHF | 99.17% | 99.17% |
04/07/2024 | 3.06% | 0.31 CHF | 0.32 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 290,080 CHF | 99,693 CHF | 99.37% | 99.37% |
03/07/2024 | 2.84% | 0.33 CHF | 0.34 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 312,619 CHF | 107,206 CHF | 98.93% | 98.93% |
02/07/2024 | 3.13% | 0.34 CHF | 0.35 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 283,154 CHF | 97,385 CHF | 98.96% | 98.96% |