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 | 2.69% | 0.37 CHF | 0.38 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 220,064 CHF | 75,355 CHF | 99.27% | 99.27% |
12/07/2024 | 2.58% | 0.38 CHF | 0.39 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 230,030 CHF | 78,677 CHF | 99.33% | 99.33% |
11/07/2024 | 2.80% | 0.35 CHF | 0.36 CHF | 600,000 | 200,000 | 600,000 | 199,989 | 211,623 CHF | 72,537 CHF | 99.32% | 99.32% |
10/07/2024 | 2.65% | 0.37 CHF | 0.38 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 223,429 CHF | 76,476 CHF | 99.37% | 99.37% |
09/07/2024 | 2.58% | 0.38 CHF | 0.39 CHF | 600,000 | 200,000 | 600,000 | 199,991 | 229,898 CHF | 78,629 CHF | 99.36% | 99.36% |
08/07/2024 | 2.14% | 0.45 CHF | 0.46 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 277,907 CHF | 94,636 CHF | 99.38% | 99.38% |
05/07/2024 | 2.02% | 0.47 CHF | 0.48 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 293,826 CHF | 99,942 CHF | 99.39% | 99.39% |
04/07/2024 | 2.03% | 0.51 CHF | 0.52 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 292,839 CHF | 99,613 CHF | 99.37% | 99.37% |
03/07/2024 | 2.14% | 0.46 CHF | 0.47 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 276,807 CHF | 94,269 CHF | 99.40% | 99.40% |
02/07/2024 | 2.30% | 0.43 CHF | 0.44 CHF | 600,000 | 200,000 | 599,957 | 200,000 | 258,581 CHF | 88,200 CHF | 99.29% | 99.29% |