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 | 1.41% | 0.71 CHF | 0.72 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 212,055 CHF | 71,685 CHF | 99.38% | 99.38% |
12/07/2024 | 1.52% | 0.66 CHF | 0.67 CHF | 300,000 | 100,000 | 297,016 | 100,073 | 194,508 CHF | 66,472 CHF | 92.56% | 92.67% |
11/07/2024 | 2.63% | 0.43 CHF | 0.44 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 169,840 CHF | 58,113 CHF | 99.37% | 99.37% |
10/07/2024 | 2.74% | 0.38 CHF | 0.39 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 162,123 CHF | 55,541 CHF | 99.37% | 99.37% |
09/07/2024 | 2.56% | 0.36 CHF | 0.37 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 173,769 CHF | 59,423 CHF | 99.37% | 99.37% |
08/07/2024 | 2.57% | 0.39 CHF | 0.40 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 173,068 CHF | 59,189 CHF | 99.38% | 99.38% |
05/07/2024 | 2.36% | 0.38 CHF | 0.39 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 188,382 CHF | 64,294 CHF | 99.38% | 99.38% |
04/07/2024 | 2.48% | 0.41 CHF | 0.42 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 179,069 CHF | 61,190 CHF | 98.59% | 98.59% |
03/07/2024 | 2.53% | 0.40 CHF | 0.41 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 176,044 CHF | 60,181 CHF | 99.27% | 99.38% |
02/07/2024 | 2.37% | 0.41 CHF | 0.42 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 187,673 CHF | 64,058 CHF | 99.37% | 99.37% |