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 | 2.34% | 0.41 CHF | 0.42 CHF | 750,000 | 250,000 | 667,168 | 222,389 | 281,052 CHF | 95,908 CHF | 99.37% | 99.37% |
12/07/2024 | 2.40% | 0.41 CHF | 0.42 CHF | 750,000 | 250,000 | 707,914 | 235,971 | 291,348 CHF | 99,476 CHF | 99.38% | 99.38% |
11/07/2024 | 2.40% | 0.40 CHF | 0.41 CHF | 750,000 | 250,000 | 708,321 | 236,107 | 290,937 CHF | 99,340 CHF | 99.37% | 99.37% |
10/07/2024 | 2.63% | 0.39 CHF | 0.40 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 281,300 CHF | 96,267 CHF | 99.36% | 99.36% |
09/07/2024 | 2.65% | 0.36 CHF | 0.37 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 279,856 CHF | 95,785 CHF | 99.37% | 99.37% |
08/07/2024 | 2.66% | 0.36 CHF | 0.37 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 278,650 CHF | 95,383 CHF | 99.38% | 99.38% |
05/07/2024 | 2.70% | 0.36 CHF | 0.37 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 274,459 CHF | 93,986 CHF | 99.38% | 99.38% |
04/07/2024 | 2.68% | 0.37 CHF | 0.38 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 275,909 CHF | 94,470 CHF | 98.82% | 98.82% |
03/07/2024 | 2.87% | 0.35 CHF | 0.36 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 257,410 CHF | 88,303 CHF | 99.37% | 99.37% |
02/07/2024 | 3.05% | 0.34 CHF | 0.35 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 241,945 CHF | 83,148 CHF | 99.38% | 99.38% |