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 | 2.49% | 0.38 CHF | 0.39 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 179,028 CHF | 61,176 CHF | 99.38% | 99.38% |
12/07/2024 | 2.55% | 0.41 CHF | 0.42 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 174,412 CHF | 59,637 CHF | 99.38% | 99.38% |
11/07/2024 | 2.54% | 0.38 CHF | 0.39 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 174,647 CHF | 59,716 CHF | 99.37% | 99.37% |
10/07/2024 | 2.48% | 0.39 CHF | 0.40 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 179,505 CHF | 61,335 CHF | 99.36% | 99.36% |
09/07/2024 | 2.34% | 0.40 CHF | 0.41 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 190,358 CHF | 64,953 CHF | 99.38% | 99.38% |
08/07/2024 | 2.55% | 0.39 CHF | 0.40 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 174,616 CHF | 59,705 CHF | 99.37% | 99.37% |
05/07/2024 | 2.50% | 0.39 CHF | 0.40 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 177,823 CHF | 60,774 CHF | 99.37% | 99.37% |
04/07/2024 | 3.10% | 0.32 CHF | 0.33 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 142,756 CHF | 49,086 CHF | 98.82% | 98.82% |
03/07/2024 | 2.96% | 0.32 CHF | 0.33 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 149,836 CHF | 51,445 CHF | 99.38% | 99.38% |
02/07/2024 | 3.07% | 0.33 CHF | 0.34 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 144,425 CHF | 49,642 CHF | 99.38% | 99.38% |