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 | 2.96% | 0.31 CHF | 0.32 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 250,076 CHF | 85,859 CHF | 99.38% | 99.38% |
12/07/2024 | 3.01% | 0.35 CHF | 0.36 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 245,793 CHF | 84,431 CHF | 99.38% | 99.38% |
11/07/2024 | 3.36% | 0.33 CHF | 0.34 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 220,119 CHF | 75,873 CHF | 99.37% | 99.37% |
10/07/2024 | 3.94% | 0.26 CHF | 0.27 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 186,714 CHF | 64,738 CHF | 99.37% | 99.37% |
09/07/2024 | 3.93% | 0.23 CHF | 0.24 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 187,379 CHF | 64,960 CHF | 99.38% | 99.38% |
08/07/2024 | 3.83% | 0.25 CHF | 0.26 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 192,122 CHF | 66,541 CHF | 99.38% | 99.38% |
05/07/2024 | 3.50% | 0.26 CHF | 0.27 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 210,640 CHF | 72,713 CHF | 99.38% | 99.38% |
04/07/2024 | 3.63% | 0.28 CHF | 0.29 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 202,984 CHF | 70,161 CHF | 98.59% | 98.59% |
03/07/2024 | 3.81% | 0.26 CHF | 0.27 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 193,562 CHF | 67,021 CHF | 99.37% | 99.37% |
02/07/2024 | 4.49% | 0.22 CHF | 0.23 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 163,663 CHF | 57,054 CHF | 99.38% | 99.38% |