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 | 3.32% | 0.28 CHF | 0.29 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 222,779 CHF | 76,760 CHF | 99.27% | 99.27% |
12/07/2024 | 3.19% | 0.32 CHF | 0.33 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 231,647 CHF | 79,716 CHF | 99.27% | 99.27% |
11/07/2024 | 3.03% | 0.33 CHF | 0.34 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 243,952 CHF | 83,817 CHF | 99.26% | 99.26% |
10/07/2024 | 3.29% | 0.31 CHF | 0.32 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 224,281 CHF | 77,260 CHF | 99.27% | 99.27% |
09/07/2024 | 3.57% | 0.26 CHF | 0.27 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 206,694 CHF | 71,398 CHF | 99.27% | 99.27% |
08/07/2024 | 3.28% | 0.30 CHF | 0.31 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 225,157 CHF | 77,552 CHF | 99.25% | 99.25% |
05/07/2024 | 3.49% | 0.28 CHF | 0.30 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 211,246 CHF | 72,916 CHF | 99.27% | 99.27% |
04/07/2024 | 3.58% | 0.28 CHF | 0.29 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 205,787 CHF | 71,096 CHF | 99.27% | 99.27% |
03/07/2024 | 4.08% | 0.26 CHF | 0.27 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 180,092 CHF | 62,531 CHF | 99.27% | 99.27% |
02/07/2024 | 4.01% | 0.25 CHF | 0.26 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 183,633 CHF | 63,711 CHF | 99.27% | 99.27% |