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 | 2.78% | 0.34 CHF | 0.35 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 213,048 CHF | 73,016 CHF | 99.07% | 99.07% |
12/07/2024 | 3.00% | 0.39 CHF | 0.40 CHF | 600,000 | 200,000 | 601,808 | 200,603 | 197,878 CHF | 67,966 CHF | 98.96% | 98.96% |
11/07/2024 | 3.44% | 0.31 CHF | 0.32 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 214,451 CHF | 73,984 CHF | 98.94% | 98.94% |
10/07/2024 | 3.79% | 0.28 CHF | 0.29 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 194,566 CHF | 67,355 CHF | 99.18% | 99.18% |
09/07/2024 | 3.75% | 0.24 CHF | 0.25 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 196,820 CHF | 68,107 CHF | 99.09% | 99.09% |
08/07/2024 | 3.21% | 0.30 CHF | 0.31 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 230,185 CHF | 79,229 CHF | 99.09% | 99.09% |
05/07/2024 | 3.00% | 0.30 CHF | 0.31 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 246,601 CHF | 84,700 CHF | 99.00% | 99.00% |
04/07/2024 | 3.25% | 0.31 CHF | 0.32 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 227,240 CHF | 78,247 CHF | 99.05% | 99.05% |
03/07/2024 | 3.41% | 0.30 CHF | 0.31 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 216,568 CHF | 74,689 CHF | 99.09% | 99.09% |
02/07/2024 | 3.53% | 0.28 CHF | 0.29 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 209,046 CHF | 72,182 CHF | 99.17% | 99.17% |