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 | 3.27% | 0.31 CHF | 0.32 CHF | 750,000 | 250,000 | 757,021 | 252,341 | 227,893 CHF | 78,488 CHF | 99.64% | 99.64% |
12/07/2024 | 3.27% | 0.31 CHF | 0.32 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 225,721 CHF | 77,741 CHF | 99.52% | 99.52% |
11/07/2024 | 3.35% | 0.29 CHF | 0.30 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 264,068 CHF | 91,023 CHF | 99.50% | 99.50% |
10/07/2024 | 3.50% | 0.28 CHF | 0.29 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 252,921 CHF | 87,307 CHF | 99.61% | 99.61% |
09/07/2024 | 3.63% | 0.26 CHF | 0.27 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 243,985 CHF | 84,328 CHF | 99.58% | 99.58% |
08/07/2024 | 2.91% | 0.32 CHF | 0.33 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 254,551 CHF | 87,350 CHF | 99.50% | 99.50% |
05/07/2024 | 2.79% | 0.35 CHF | 0.36 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 265,039 CHF | 90,846 CHF | 99.51% | 99.51% |
04/07/2024 | 2.67% | 0.37 CHF | 0.38 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 277,166 CHF | 94,889 CHF | 99.58% | 99.58% |
03/07/2024 | 3.03% | 0.33 CHF | 0.34 CHF | 750,000 | 250,000 | 773,284 | 257,761 | 251,225 CHF | 86,319 CHF | 99.58% | 99.58% |
02/07/2024 | 3.69% | 0.27 CHF | 0.28 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 239,494 CHF | 82,831 CHF | 99.56% | 99.56% |