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 | 3.08% | 0.31 CHF | 0.32 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 239,746 CHF | 82,416 CHF | 99.27% | 99.27% |
12/07/2024 | 3.01% | 0.33 CHF | 0.34 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 245,871 CHF | 84,457 CHF | 99.27% | 99.27% |
11/07/2024 | 2.89% | 0.34 CHF | 0.35 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 255,954 CHF | 87,818 CHF | 99.27% | 99.27% |
10/07/2024 | 3.09% | 0.33 CHF | 0.34 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 239,512 CHF | 82,337 CHF | 99.27% | 99.27% |
09/07/2024 | 3.32% | 0.29 CHF | 0.30 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 222,057 CHF | 76,519 CHF | 99.27% | 99.27% |
08/07/2024 | 3.11% | 0.31 CHF | 0.32 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 237,701 CHF | 81,734 CHF | 99.24% | 99.24% |
05/07/2024 | 3.25% | 0.31 CHF | 0.32 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 227,171 CHF | 78,224 CHF | 99.27% | 99.27% |
04/07/2024 | 3.32% | 0.30 CHF | 0.31 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 222,599 CHF | 76,700 CHF | 99.27% | 99.27% |
03/07/2024 | 3.68% | 0.28 CHF | 0.29 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 200,198 CHF | 69,233 CHF | 99.27% | 99.27% |
02/07/2024 | 3.67% | 0.28 CHF | 0.29 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 201,074 CHF | 69,525 CHF | 99.27% | 99.27% |