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 | 2.09% | 0.47 CHF | 0.48 CHF | 450,000 | 75,000 | 450,000 | 75,000 | 213,183 CHF | 36,281 CHF | 99.17% | 99.17% |
12/07/2024 | 2.15% | 0.50 CHF | 0.51 CHF | 450,000 | 75,000 | 450,000 | 75,000 | 207,067 CHF | 35,261 CHF | 99.17% | 99.17% |
11/07/2024 | 2.28% | 0.47 CHF | 0.48 CHF | 450,000 | 75,000 | 450,000 | 75,000 | 195,592 CHF | 33,349 CHF | 99.16% | 99.16% |
10/07/2024 | 2.26% | 0.46 CHF | 0.47 CHF | 450,000 | 75,000 | 450,000 | 75,000 | 197,425 CHF | 33,654 CHF | 99.17% | 99.17% |
09/07/2024 | 2.19% | 0.41 CHF | 0.42 CHF | 450,000 | 75,000 | 450,000 | 75,000 | 203,831 CHF | 34,722 CHF | 99.17% | 99.17% |
08/07/2024 | 2.12% | 0.46 CHF | 0.47 CHF | 450,000 | 75,000 | 450,000 | 75,000 | 210,510 CHF | 35,835 CHF | 99.15% | 99.15% |
05/07/2024 | 2.04% | 0.48 CHF | 0.49 CHF | 450,000 | 75,000 | 450,000 | 75,000 | 218,400 CHF | 37,150 CHF | 99.16% | 99.16% |
04/07/2024 | 2.26% | 0.45 CHF | 0.46 CHF | 450,000 | 75,000 | 450,000 | 75,000 | 196,771 CHF | 33,545 CHF | 99.17% | 99.17% |
03/07/2024 | 2.54% | 0.39 CHF | 0.40 CHF | 450,000 | 75,000 | 450,000 | 75,000 | 174,972 CHF | 29,912 CHF | 99.17% | 99.17% |
02/07/2024 | 2.77% | 0.39 CHF | 0.40 CHF | 450,000 | 75,000 | 450,000 | 75,000 | 160,850 CHF | 27,558 CHF | 99.16% | 99.16% |