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 | 2.41% | 0.41 CHF | 0.42 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 184,504 CHF | 63,001 CHF | 99.58% | 99.58% |
12/07/2024 | 2.35% | 0.41 CHF | 0.42 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 189,495 CHF | 64,665 CHF | 99.57% | 99.57% |
11/07/2024 | 2.38% | 0.40 CHF | 0.41 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 187,133 CHF | 63,878 CHF | 99.52% | 99.52% |
10/07/2024 | 2.36% | 0.42 CHF | 0.43 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 188,165 CHF | 64,222 CHF | 99.60% | 99.60% |
09/07/2024 | 2.37% | 0.42 CHF | 0.43 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 187,734 CHF | 64,078 CHF | 99.59% | 99.59% |
08/07/2024 | 2.31% | 0.43 CHF | 0.44 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 192,410 CHF | 65,637 CHF | 99.58% | 99.58% |
05/07/2024 | 2.06% | 0.46 CHF | 0.47 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 215,972 CHF | 73,491 CHF | 99.45% | 99.45% |
04/07/2024 | 2.00% | 0.51 CHF | 0.52 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 222,598 CHF | 75,700 CHF | 99.36% | 99.36% |
03/07/2024 | 2.14% | 0.45 CHF | 0.46 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 208,019 CHF | 70,840 CHF | 99.58% | 99.58% |
02/07/2024 | 2.04% | 0.47 CHF | 0.48 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 218,513 CHF | 74,338 CHF | 99.58% | 99.58% |