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 | 3.76% | 0.23 CHF | 0.24 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 156,790 CHF | 54,263 CHF | 99.38% | 99.38% |
12/07/2024 | 4.02% | 0.28 CHF | 0.29 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 146,997 CHF | 50,999 CHF | 99.38% | 99.38% |
11/07/2024 | 4.79% | 0.22 CHF | 0.23 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 122,461 CHF | 42,820 CHF | 99.38% | 99.38% |
10/07/2024 | 4.92% | 0.21 CHF | 0.22 CHF | 600,000 | 200,000 | 600,070 | 200,023 | 119,190 CHF | 41,730 CHF | 99.37% | 99.37% |
09/07/2024 | 4.56% | 0.21 CHF | 0.22 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 128,697 CHF | 44,899 CHF | 99.37% | 99.37% |
08/07/2024 | 4.41% | 0.22 CHF | 0.23 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 133,150 CHF | 46,383 CHF | 99.38% | 99.38% |
05/07/2024 | 4.13% | 0.22 CHF | 0.23 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 142,632 CHF | 49,544 CHF | 99.38% | 99.38% |
04/07/2024 | 4.56% | 0.23 CHF | 0.24 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 128,732 CHF | 44,911 CHF | 98.59% | 98.59% |
03/07/2024 | 4.57% | 0.21 CHF | 0.22 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 128,348 CHF | 44,783 CHF | 99.37% | 99.37% |
02/07/2024 | 5.12% | 0.20 CHF | 0.21 CHF | 600,000 | 200,000 | 742,417 | 247,472 | 141,403 CHF | 49,609 CHF | 99.38% | 99.38% |