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 | 2.39% | 0.39 CHF | 0.40 CHF | 750,000 | 150,000 | 750,000 | 150,000 | 310,151 CHF | 63,530 CHF | 99.17% | 99.17% |
12/07/2024 | 2.39% | 0.44 CHF | 0.45 CHF | 750,000 | 150,000 | 750,000 | 150,000 | 310,714 CHF | 63,643 CHF | 99.17% | 99.17% |
11/07/2024 | 2.55% | 0.41 CHF | 0.42 CHF | 750,000 | 150,000 | 750,000 | 150,000 | 290,905 CHF | 59,681 CHF | 99.16% | 99.16% |
10/07/2024 | 2.64% | 0.37 CHF | 0.38 CHF | 750,000 | 150,000 | 750,000 | 150,000 | 280,523 CHF | 57,605 CHF | 99.16% | 99.16% |
09/07/2024 | 2.75% | 0.36 CHF | 0.37 CHF | 750,000 | 150,000 | 750,000 | 150,000 | 269,057 CHF | 55,311 CHF | 99.17% | 99.17% |
08/07/2024 | 2.88% | 0.35 CHF | 0.36 CHF | 750,000 | 150,000 | 750,000 | 150,000 | 256,488 CHF | 52,798 CHF | 99.15% | 99.15% |
05/07/2024 | 2.83% | 0.32 CHF | 0.33 CHF | 750,000 | 150,000 | 750,000 | 150,000 | 261,449 CHF | 53,790 CHF | 99.16% | 99.16% |
04/07/2024 | 2.85% | 0.35 CHF | 0.36 CHF | 750,000 | 150,000 | 750,000 | 150,000 | 259,078 CHF | 53,316 CHF | 99.17% | 99.17% |
03/07/2024 | 3.01% | 0.33 CHF | 0.34 CHF | 750,000 | 150,000 | 750,000 | 150,000 | 245,086 CHF | 50,517 CHF | 99.17% | 99.17% |
02/07/2024 | 3.10% | 0.34 CHF | 0.35 CHF | 750,000 | 150,000 | 750,000 | 150,000 | 238,909 CHF | 49,282 CHF | 99.16% | 99.16% |