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 | 4.61% | 0.20 CHF | 0.21 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 190,985 CHF | 66,662 CHF | 99.17% | 99.17% |
12/07/2024 | 5.01% | 0.20 CHF | 0.21 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 175,542 CHF | 61,514 CHF | 99.17% | 99.17% |
11/07/2024 | 4.40% | 0.22 CHF | 0.23 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 200,222 CHF | 69,741 CHF | 99.16% | 99.16% |
10/07/2024 | 4.60% | 0.22 CHF | 0.23 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 191,221 CHF | 66,740 CHF | 99.17% | 99.17% |
09/07/2024 | 4.47% | 0.20 CHF | 0.21 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 197,256 CHF | 68,752 CHF | 99.17% | 99.17% |
08/07/2024 | 4.57% | 0.20 CHF | 0.21 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 192,587 CHF | 67,196 CHF | 99.16% | 99.16% |
05/07/2024 | 3.65% | 0.26 CHF | 0.27 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 242,443 CHF | 83,814 CHF | 99.15% | 99.15% |
04/07/2024 | 3.21% | 0.31 CHF | 0.32 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 275,920 CHF | 94,973 CHF | 99.17% | 99.17% |
03/07/2024 | 3.25% | 0.31 CHF | 0.32 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 273,343 CHF | 94,114 CHF | 99.15% | 99.15% |
02/07/2024 | 3.59% | 0.27 CHF | 0.28 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 246,649 CHF | 85,216 CHF | 99.17% | 99.17% |