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 | 2.13% | 0.44 CHF | 0.45 CHF | 750,000 | 200,000 | 698,575 | 200,000 | 323,665 CHF | 94,900 CHF | 99.38% | 99.38% |
12/07/2024 | 2.27% | 0.46 CHF | 0.47 CHF | 750,000 | 200,000 | 750,000 | 200,000 | 326,115 CHF | 88,964 CHF | 99.38% | 99.38% |
11/07/2024 | 2.41% | 0.44 CHF | 0.45 CHF | 750,000 | 200,000 | 750,000 | 200,000 | 307,331 CHF | 83,955 CHF | 99.37% | 99.37% |
10/07/2024 | 2.59% | 0.38 CHF | 0.39 CHF | 750,000 | 200,000 | 750,000 | 200,000 | 286,066 CHF | 78,284 CHF | 99.37% | 99.37% |
09/07/2024 | 2.51% | 0.38 CHF | 0.39 CHF | 750,000 | 200,000 | 750,000 | 200,000 | 294,968 CHF | 80,658 CHF | 99.38% | 99.38% |
08/07/2024 | 2.55% | 0.39 CHF | 0.40 CHF | 750,000 | 200,000 | 750,000 | 200,000 | 290,133 CHF | 79,369 CHF | 99.38% | 99.38% |
05/07/2024 | 2.32% | 0.41 CHF | 0.42 CHF | 750,000 | 200,000 | 750,000 | 200,000 | 319,929 CHF | 87,314 CHF | 99.37% | 99.37% |
04/07/2024 | 2.43% | 0.41 CHF | 0.42 CHF | 750,000 | 200,000 | 750,000 | 200,000 | 305,184 CHF | 83,382 CHF | 98.58% | 98.58% |
03/07/2024 | 2.55% | 0.39 CHF | 0.40 CHF | 750,000 | 200,000 | 750,000 | 200,000 | 289,880 CHF | 79,302 CHF | 99.37% | 99.37% |
02/07/2024 | 2.91% | 0.36 CHF | 0.37 CHF | 750,000 | 200,000 | 750,000 | 200,000 | 254,218 CHF | 69,792 CHF | 99.38% | 99.38% |