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 | 2.55% | 0.36 CHF | 0.37 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 232,814 CHF | 79,605 CHF | 99.38% | 99.38% |
12/07/2024 | 2.76% | 0.38 CHF | 0.39 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 214,714 CHF | 73,571 CHF | 99.38% | 99.38% |
11/07/2024 | 2.98% | 0.37 CHF | 0.38 CHF | 600,000 | 200,000 | 658,538 | 200,000 | 217,198 CHF | 68,276 CHF | 99.38% | 99.38% |
10/07/2024 | 3.29% | 0.30 CHF | 0.31 CHF | 750,000 | 200,000 | 750,000 | 200,000 | 224,203 CHF | 61,788 CHF | 99.37% | 99.37% |
09/07/2024 | 3.15% | 0.30 CHF | 0.31 CHF | 750,000 | 200,000 | 729,371 | 200,000 | 228,161 CHF | 64,658 CHF | 99.38% | 99.38% |
08/07/2024 | 3.21% | 0.31 CHF | 0.32 CHF | 750,000 | 200,000 | 748,366 | 200,000 | 229,345 CHF | 63,298 CHF | 99.38% | 99.38% |
05/07/2024 | 2.79% | 0.34 CHF | 0.35 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 211,801 CHF | 72,600 CHF | 99.37% | 99.37% |
04/07/2024 | 2.98% | 0.34 CHF | 0.35 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 198,511 CHF | 68,171 CHF | 98.59% | 98.59% |
03/07/2024 | 3.17% | 0.32 CHF | 0.33 CHF | 600,000 | 200,000 | 624,185 | 200,000 | 193,571 CHF | 64,105 CHF | 99.37% | 99.37% |
02/07/2024 | 3.79% | 0.28 CHF | 0.29 CHF | 750,000 | 200,000 | 750,000 | 200,000 | 194,263 CHF | 53,804 CHF | 99.38% | 99.38% |