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 | 2.66% | 0.37 CHF | 0.38 CHF | 1,500,000 | 200,000 | 1,500,000 | 183,614 | 557,303 CHF | 70,023 CHF | 99.27% | 99.27% |
12/07/2024 | 2.52% | 0.38 CHF | 0.39 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 588,090 CHF | 60,309 CHF | 99.27% | 99.27% |
11/07/2024 | 2.47% | 0.42 CHF | 0.43 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 600,711 CHF | 61,571 CHF | 99.27% | 99.27% |
10/07/2024 | 2.71% | 0.38 CHF | 0.39 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 546,615 CHF | 56,162 CHF | 99.27% | 99.27% |
09/07/2024 | 2.60% | 0.39 CHF | 0.40 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 570,350 CHF | 58,535 CHF | 99.27% | 99.27% |
08/07/2024 | 2.80% | 0.35 CHF | 0.36 CHF | 1,500,000 | 150,000 | 1,500,000 | 176,037 | 529,069 CHF | 63,746 CHF | 99.24% | 99.24% |
05/07/2024 | 2.91% | 0.34 CHF | 0.35 CHF | 1,500,000 | 200,000 | 1,500,000 | 190,771 | 509,247 CHF | 66,485 CHF | 99.27% | 99.27% |
04/07/2024 | 2.56% | 0.38 CHF | 0.39 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 578,019 CHF | 59,302 CHF | 99.27% | 99.27% |
03/07/2024 | 2.57% | 0.38 CHF | 0.39 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 575,376 CHF | 59,038 CHF | 99.27% | 99.27% |
02/07/2024 | 2.64% | 0.37 CHF | 0.38 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 561,742 CHF | 57,674 CHF | 99.27% | 99.27% |