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 | 2.72% | 0.34 CHF | 0.35 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 217,827 CHF | 74,609 CHF | 99.38% | 99.38% |
12/07/2024 | 2.86% | 0.37 CHF | 0.38 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 207,178 CHF | 71,059 CHF | 99.38% | 99.38% |
11/07/2024 | 3.20% | 0.32 CHF | 0.33 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 184,726 CHF | 63,575 CHF | 99.38% | 99.38% |
10/07/2024 | 3.25% | 0.31 CHF | 0.32 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 181,662 CHF | 62,554 CHF | 99.37% | 99.37% |
09/07/2024 | 3.11% | 0.31 CHF | 0.32 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 190,015 CHF | 65,339 CHF | 99.38% | 99.38% |
08/07/2024 | 3.04% | 0.32 CHF | 0.33 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 194,273 CHF | 66,758 CHF | 99.38% | 99.38% |
05/07/2024 | 2.91% | 0.32 CHF | 0.33 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 203,261 CHF | 69,754 CHF | 99.38% | 99.38% |
04/07/2024 | 3.10% | 0.33 CHF | 0.34 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 190,493 CHF | 65,498 CHF | 98.59% | 98.59% |
03/07/2024 | 3.12% | 0.31 CHF | 0.32 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 189,122 CHF | 65,041 CHF | 99.37% | 99.37% |
02/07/2024 | 3.38% | 0.31 CHF | 0.32 CHF | 600,000 | 200,000 | 733,055 | 244,352 | 213,074 CHF | 73,468 CHF | 99.37% | 99.37% |