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 | 3.29% | 0.30 CHF | 0.31 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 135,660 CHF | 46,720 CHF | 98.95% | 98.95% |
12/07/2024 | 2.52% | 0.42 CHF | 0.43 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 176,286 CHF | 60,262 CHF | 99.17% | 99.17% |
11/07/2024 | 2.57% | 0.40 CHF | 0.41 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 173,027 CHF | 59,176 CHF | 99.17% | 99.17% |
10/07/2024 | 2.66% | 0.38 CHF | 0.39 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 166,739 CHF | 57,080 CHF | 98.71% | 98.71% |
09/07/2024 | 2.56% | 0.34 CHF | 0.35 CHF | 450,000 | 150,000 | 448,775 | 149,592 | 173,719 CHF | 59,402 CHF | 99.17% | 99.17% |
08/07/2024 | 2.11% | 0.44 CHF | 0.45 CHF | 450,000 | 150,000 | 305,347 | 101,782 | 142,873 CHF | 48,642 CHF | 99.15% | 99.15% |
05/07/2024 | 2.16% | 0.47 CHF | 0.48 CHF | 300,000 | 100,000 | 308,451 | 102,819 | 141,270 CHF | 48,119 CHF | 99.16% | 99.16% |
04/07/2024 | 2.39% | 0.44 CHF | 0.45 CHF | 450,000 | 150,000 | 446,334 | 148,778 | 184,755 CHF | 63,073 CHF | 99.17% | 99.17% |
03/07/2024 | 3.19% | 0.30 CHF | 0.31 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 138,965 CHF | 47,822 CHF | 99.16% | 99.16% |
02/07/2024 | 3.50% | 0.31 CHF | 0.32 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 126,597 CHF | 43,699 CHF | 99.16% | 99.16% |