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 | 2.29% | 0.41 CHF | 0.42 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 194,399 CHF | 66,300 CHF | 99.17% | 99.17% |
12/07/2024 | 2.28% | 0.45 CHF | 0.46 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 195,528 CHF | 66,676 CHF | 99.17% | 99.17% |
11/07/2024 | 2.10% | 0.48 CHF | 0.49 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 212,221 CHF | 72,240 CHF | 99.17% | 99.17% |
10/07/2024 | 2.19% | 0.45 CHF | 0.46 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 203,701 CHF | 69,400 CHF | 99.16% | 99.16% |
09/07/2024 | 2.10% | 0.46 CHF | 0.47 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 211,618 CHF | 72,039 CHF | 99.17% | 99.17% |
08/07/2024 | 1.95% | 0.49 CHF | 0.50 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 229,086 CHF | 77,862 CHF | 99.15% | 99.15% |
05/07/2024 | 1.89% | 0.52 CHF | 0.53 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 235,859 CHF | 80,120 CHF | 99.15% | 99.15% |
04/07/2024 | 2.12% | 0.47 CHF | 0.48 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 210,550 CHF | 71,683 CHF | 99.17% | 99.17% |
03/07/2024 | 1.99% | 0.50 CHF | 0.51 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 223,565 CHF | 76,022 CHF | 99.17% | 99.17% |
02/07/2024 | 2.22% | 0.46 CHF | 0.47 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 200,284 CHF | 68,261 CHF | 99.16% | 99.16% |