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 | 3.39% | 0.28 CHF | 0.29 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 174,383 CHF | 60,128 CHF | 93.50% | 93.50% |
12/07/2024 | 3.42% | 0.31 CHF | 0.32 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 172,812 CHF | 59,604 CHF | 93.21% | 93.21% |
11/07/2024 | 3.67% | 0.27 CHF | 0.28 CHF | 600,000 | 200,000 | 601,112 | 200,371 | 161,057 CHF | 55,689 CHF | 94.61% | 94.61% |
10/07/2024 | 3.50% | 0.29 CHF | 0.30 CHF | 600,000 | 200,000 | 600,252 | 200,084 | 168,461 CHF | 58,154 CHF | 96.03% | 96.03% |
09/07/2024 | 3.19% | 0.29 CHF | 0.30 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 185,370 CHF | 63,790 CHF | 91.43% | 91.43% |
08/07/2024 | 3.19% | 0.30 CHF | 0.31 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 185,115 CHF | 63,705 CHF | 95.67% | 95.67% |
05/07/2024 | 3.11% | 0.30 CHF | 0.31 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 190,271 CHF | 65,424 CHF | 92.66% | 92.66% |
04/07/2024 | 3.16% | 0.32 CHF | 0.33 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 187,015 CHF | 64,338 CHF | 90.46% | 90.46% |
03/07/2024 | 3.18% | 0.32 CHF | 0.33 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 185,696 CHF | 63,899 CHF | 97.09% | 97.09% |
02/07/2024 | 2.95% | 0.34 CHF | 0.35 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 200,558 CHF | 68,853 CHF | 94.94% | 94.94% |