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 | 2.77% | 0.34 CHF | 0.35 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 213,621 CHF | 73,207 CHF | 99.37% | 99.37% |
12/07/2024 | 2.82% | 0.34 CHF | 0.35 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 209,924 CHF | 71,975 CHF | 99.38% | 99.38% |
11/07/2024 | 2.83% | 0.34 CHF | 0.35 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 209,201 CHF | 71,734 CHF | 99.37% | 99.37% |
10/07/2024 | 3.20% | 0.33 CHF | 0.34 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 184,695 CHF | 63,565 CHF | 99.36% | 99.36% |
09/07/2024 | 3.20% | 0.29 CHF | 0.30 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 184,451 CHF | 63,484 CHF | 99.37% | 99.37% |
08/07/2024 | 3.25% | 0.30 CHF | 0.31 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 181,541 CHF | 62,514 CHF | 99.38% | 99.38% |
05/07/2024 | 3.31% | 0.29 CHF | 0.30 CHF | 600,000 | 200,000 | 610,981 | 203,660 | 181,558 CHF | 62,556 CHF | 99.38% | 99.38% |
04/07/2024 | 3.29% | 0.30 CHF | 0.31 CHF | 600,000 | 200,000 | 610,847 | 203,616 | 182,430 CHF | 62,846 CHF | 98.82% | 98.82% |
03/07/2024 | 3.59% | 0.28 CHF | 0.29 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 205,535 CHF | 71,012 CHF | 99.37% | 99.37% |
02/07/2024 | 3.85% | 0.27 CHF | 0.28 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 191,182 CHF | 66,227 CHF | 99.38% | 99.38% |