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 | 1.94% | 0.48 CHF | 0.49 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 230,294 CHF | 78,265 CHF | 99.17% | 99.17% |
12/07/2024 | 2.00% | 0.52 CHF | 0.53 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 223,170 CHF | 75,890 CHF | 99.16% | 99.16% |
11/07/2024 | 2.07% | 0.48 CHF | 0.49 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 214,842 CHF | 73,114 CHF | 99.16% | 99.16% |
10/07/2024 | 2.14% | 0.47 CHF | 0.48 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 208,512 CHF | 71,004 CHF | 99.16% | 99.16% |
09/07/2024 | 2.25% | 0.42 CHF | 0.43 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 197,513 CHF | 67,338 CHF | 99.17% | 99.17% |
08/07/2024 | 2.14% | 0.46 CHF | 0.47 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 207,857 CHF | 70,786 CHF | 99.16% | 99.16% |
05/07/2024 | 2.07% | 0.45 CHF | 0.46 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 215,203 CHF | 73,234 CHF | 99.15% | 99.15% |
04/07/2024 | 2.08% | 0.47 CHF | 0.48 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 213,973 CHF | 72,824 CHF | 99.17% | 99.17% |
03/07/2024 | 2.14% | 0.46 CHF | 0.47 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 207,791 CHF | 70,764 CHF | 99.15% | 99.15% |
02/07/2024 | 2.50% | 0.40 CHF | 0.41 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 177,703 CHF | 60,734 CHF | 99.16% | 99.16% |