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 | 2.75% | 0.35 CHF | 0.36 CHF | 750,000 | 150,000 | 750,000 | 150,000 | 269,060 CHF | 55,312 CHF | 99.17% | 99.17% |
12/07/2024 | 2.69% | 0.37 CHF | 0.38 CHF | 750,000 | 150,000 | 750,000 | 150,000 | 275,522 CHF | 56,604 CHF | 99.16% | 99.16% |
11/07/2024 | 2.65% | 0.38 CHF | 0.39 CHF | 750,000 | 150,000 | 750,000 | 150,000 | 279,685 CHF | 57,437 CHF | 99.17% | 99.17% |
10/07/2024 | 2.76% | 0.36 CHF | 0.37 CHF | 750,000 | 150,000 | 750,000 | 150,000 | 267,820 CHF | 55,064 CHF | 99.16% | 99.16% |
09/07/2024 | 2.74% | 0.34 CHF | 0.35 CHF | 750,000 | 150,000 | 750,000 | 150,000 | 270,174 CHF | 55,535 CHF | 99.17% | 99.17% |
08/07/2024 | 2.72% | 0.36 CHF | 0.37 CHF | 750,000 | 150,000 | 750,000 | 150,000 | 271,678 CHF | 55,836 CHF | 99.15% | 99.15% |
05/07/2024 | 2.72% | 0.37 CHF | 0.38 CHF | 750,000 | 150,000 | 750,000 | 150,000 | 271,786 CHF | 55,857 CHF | 99.15% | 99.15% |
04/07/2024 | 2.98% | 0.34 CHF | 0.35 CHF | 750,000 | 150,000 | 750,000 | 150,000 | 247,829 CHF | 51,066 CHF | 99.17% | 99.17% |
03/07/2024 | 3.03% | 0.33 CHF | 0.34 CHF | 750,000 | 150,000 | 750,000 | 150,000 | 243,568 CHF | 50,214 CHF | 99.17% | 99.17% |
02/07/2024 | 3.26% | 0.33 CHF | 0.34 CHF | 750,000 | 150,000 | 750,000 | 150,000 | 226,676 CHF | 46,835 CHF | 99.16% | 99.16% |