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 | 2.63% | 0.36 CHF | 0.37 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 338,011 CHF | 115,670 CHF | 99.16% | 99.16% |
12/07/2024 | 2.82% | 0.36 CHF | 0.37 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 315,138 CHF | 108,046 CHF | 99.17% | 99.17% |
11/07/2024 | 2.53% | 0.39 CHF | 0.40 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 350,954 CHF | 119,985 CHF | 99.16% | 99.16% |
10/07/2024 | 2.63% | 0.38 CHF | 0.39 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 337,838 CHF | 115,613 CHF | 99.17% | 99.17% |
09/07/2024 | 2.48% | 0.37 CHF | 0.38 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 358,191 CHF | 122,397 CHF | 99.17% | 99.17% |
08/07/2024 | 2.53% | 0.37 CHF | 0.38 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 351,361 CHF | 120,120 CHF | 99.16% | 99.16% |
05/07/2024 | 2.11% | 0.46 CHF | 0.47 CHF | 900,000 | 300,000 | 897,793 | 299,264 | 420,234 CHF | 143,071 CHF | 99.15% | 99.15% |
04/07/2024 | 1.91% | 0.52 CHF | 0.53 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 389,145 CHF | 132,215 CHF | 99.17% | 99.17% |
03/07/2024 | 1.93% | 0.52 CHF | 0.53 CHF | 750,000 | 250,000 | 787,773 | 262,591 | 403,275 CHF | 137,051 CHF | 99.15% | 99.15% |
02/07/2024 | 2.11% | 0.47 CHF | 0.48 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 422,853 CHF | 143,951 CHF | 99.17% | 99.17% |