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 | 3.85% | 0.24 CHF | 0.25 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 114,965 CHF | 39,822 CHF | 99.38% | 99.38% |
12/07/2024 | 3.90% | 0.27 CHF | 0.28 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 113,101 CHF | 39,200 CHF | 99.38% | 99.38% |
11/07/2024 | 3.88% | 0.25 CHF | 0.26 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 113,636 CHF | 39,379 CHF | 99.38% | 99.38% |
10/07/2024 | 3.76% | 0.25 CHF | 0.26 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 117,412 CHF | 40,637 CHF | 99.37% | 99.37% |
09/07/2024 | 3.49% | 0.26 CHF | 0.27 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 126,861 CHF | 43,787 CHF | 99.38% | 99.38% |
08/07/2024 | 3.90% | 0.25 CHF | 0.26 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 113,159 CHF | 39,220 CHF | 99.37% | 99.37% |
05/07/2024 | 3.81% | 0.25 CHF | 0.26 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 116,143 CHF | 40,214 CHF | 99.37% | 99.37% |
04/07/2024 | 4.75% | 0.21 CHF | 0.22 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 92,659 CHF | 32,387 CHF | 98.82% | 98.82% |
03/07/2024 | 4.49% | 0.21 CHF | 0.22 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 98,096 CHF | 34,199 CHF | 99.38% | 99.38% |
02/07/2024 | 4.78% | 0.22 CHF | 0.23 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 92,006 CHF | 32,169 CHF | 99.37% | 99.37% |