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 | 2.53% | 0.37 CHF | 0.38 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 234,035 CHF | 80,012 CHF | 99.38% | 99.38% |
12/07/2024 | 2.56% | 0.41 CHF | 0.42 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 231,910 CHF | 79,303 CHF | 99.38% | 99.38% |
11/07/2024 | 2.84% | 0.38 CHF | 0.39 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 208,577 CHF | 71,526 CHF | 99.37% | 99.37% |
10/07/2024 | 3.04% | 0.31 CHF | 0.32 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 194,520 CHF | 66,840 CHF | 99.37% | 99.37% |
09/07/2024 | 2.67% | 0.35 CHF | 0.36 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 222,048 CHF | 76,016 CHF | 99.37% | 99.37% |
08/07/2024 | 2.66% | 0.36 CHF | 0.37 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 222,422 CHF | 76,141 CHF | 99.38% | 99.38% |
05/07/2024 | 2.75% | 0.35 CHF | 0.36 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 215,713 CHF | 73,904 CHF | 99.38% | 99.38% |
04/07/2024 | 2.74% | 0.38 CHF | 0.39 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 216,254 CHF | 74,085 CHF | 98.82% | 98.82% |
03/07/2024 | 2.75% | 0.32 CHF | 0.33 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 215,742 CHF | 73,914 CHF | 99.38% | 99.38% |
02/07/2024 | 3.01% | 0.35 CHF | 0.36 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 196,401 CHF | 67,467 CHF | 99.38% | 99.38% |