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 | 2.17% | 0.44 CHF | 0.45 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 137,096 CHF | 46,699 CHF | 99.38% | 99.38% |
12/07/2024 | 2.15% | 0.48 CHF | 0.49 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 138,217 CHF | 47,072 CHF | 99.38% | 99.38% |
11/07/2024 | 2.22% | 0.47 CHF | 0.48 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 133,809 CHF | 45,603 CHF | 99.38% | 99.38% |
10/07/2024 | 2.36% | 0.43 CHF | 0.44 CHF | 300,000 | 100,000 | 361,050 | 120,350 | 150,839 CHF | 51,483 CHF | 99.37% | 99.37% |
09/07/2024 | 2.25% | 0.41 CHF | 0.42 CHF | 450,000 | 150,000 | 325,769 | 108,590 | 142,704 CHF | 48,654 CHF | 99.38% | 99.38% |
08/07/2024 | 2.18% | 0.45 CHF | 0.46 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 135,841 CHF | 46,280 CHF | 99.37% | 99.37% |
05/07/2024 | 2.12% | 0.46 CHF | 0.47 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 139,839 CHF | 47,613 CHF | 99.37% | 99.37% |
04/07/2024 | 2.10% | 0.46 CHF | 0.47 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 141,229 CHF | 48,077 CHF | 98.59% | 98.59% |
03/07/2024 | 2.18% | 0.46 CHF | 0.47 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 136,209 CHF | 46,403 CHF | 99.38% | 99.38% |
02/07/2024 | 2.35% | 0.43 CHF | 0.44 CHF | 450,000 | 150,000 | 447,997 | 149,332 | 188,808 CHF | 64,429 CHF | 99.37% | 99.37% |