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 | 3.94% | 0.23 CHF | 0.24 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 112,192 CHF | 25,932 CHF | 99.38% | 99.38% |
12/07/2024 | 4.06% | 0.26 CHF | 0.27 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 108,803 CHF | 25,178 CHF | 99.38% | 99.38% |
11/07/2024 | 4.12% | 0.23 CHF | 0.24 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 107,147 CHF | 24,811 CHF | 99.36% | 99.36% |
10/07/2024 | 3.94% | 0.24 CHF | 0.25 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 112,008 CHF | 25,891 CHF | 99.37% | 99.37% |
09/07/2024 | 3.62% | 0.25 CHF | 0.26 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 122,243 CHF | 28,165 CHF | 99.38% | 99.38% |
08/07/2024 | 4.11% | 0.24 CHF | 0.25 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 107,294 CHF | 24,843 CHF | 99.37% | 99.37% |
05/07/2024 | 3.97% | 0.24 CHF | 0.25 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 111,239 CHF | 25,720 CHF | 99.38% | 99.38% |
04/07/2024 | 5.22% | 0.19 CHF | 0.20 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 84,000 CHF | 19,667 CHF | 98.82% | 98.82% |
03/07/2024 | 4.87% | 0.19 CHF | 0.20 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 90,325 CHF | 21,072 CHF | 99.38% | 99.38% |
02/07/2024 | 5.16% | 0.20 CHF | 0.21 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 85,039 CHF | 19,898 CHF | 99.38% | 99.38% |