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 | 2.16% | 0.43 CHF | 0.44 CHF | 750,000 | 150,000 | 750,000 | 150,000 | 343,276 CHF | 70,155 CHF | 99.17% | 99.17% |
12/07/2024 | 2.17% | 0.49 CHF | 0.50 CHF | 750,000 | 150,000 | 750,000 | 150,000 | 341,731 CHF | 69,846 CHF | 99.17% | 99.17% |
11/07/2024 | 2.36% | 0.45 CHF | 0.46 CHF | 750,000 | 150,000 | 750,000 | 150,000 | 315,023 CHF | 64,505 CHF | 99.16% | 99.16% |
10/07/2024 | 2.47% | 0.39 CHF | 0.40 CHF | 750,000 | 150,000 | 750,000 | 150,000 | 300,631 CHF | 61,626 CHF | 99.17% | 99.17% |
09/07/2024 | 2.58% | 0.38 CHF | 0.39 CHF | 750,000 | 150,000 | 750,000 | 150,000 | 286,623 CHF | 58,825 CHF | 99.17% | 99.17% |
08/07/2024 | 2.75% | 0.37 CHF | 0.38 CHF | 750,000 | 150,000 | 750,000 | 150,000 | 269,365 CHF | 55,373 CHF | 99.16% | 99.16% |
05/07/2024 | 2.69% | 0.33 CHF | 0.34 CHF | 750,000 | 150,000 | 750,000 | 150,000 | 275,822 CHF | 56,664 CHF | 99.16% | 99.16% |
04/07/2024 | 2.84% | 0.36 CHF | 0.37 CHF | 750,000 | 150,000 | 750,000 | 150,000 | 260,720 CHF | 53,644 CHF | 99.16% | 99.16% |
03/07/2024 | 2.99% | 0.32 CHF | 0.33 CHF | 750,000 | 150,000 | 750,000 | 150,000 | 246,790 CHF | 50,858 CHF | 99.17% | 99.17% |
02/07/2024 | 3.03% | 0.35 CHF | 0.36 CHF | 750,000 | 150,000 | 750,000 | 150,000 | 244,395 CHF | 50,379 CHF | 94.22% | 94.22% |