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 | 3.23% | 0.30 CHF | 0.31 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 182,994 CHF | 62,998 CHF | 99.27% | 99.27% |
12/07/2024 | 3.51% | 0.29 CHF | 0.30 CHF | 600,000 | 200,000 | 599,977 | 200,000 | 168,173 CHF | 58,060 CHF | 99.27% | 99.27% |
11/07/2024 | 3.52% | 0.28 CHF | 0.29 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 167,446 CHF | 57,815 CHF | 99.27% | 99.27% |
10/07/2024 | 3.55% | 0.28 CHF | 0.29 CHF | 600,000 | 200,000 | 600,908 | 200,303 | 166,487 CHF | 57,499 CHF | 99.27% | 99.27% |
09/07/2024 | 3.80% | 0.26 CHF | 0.27 CHF | 750,000 | 250,000 | 666,232 | 222,077 | 171,779 CHF | 59,480 CHF | 99.27% | 99.27% |
08/07/2024 | 3.79% | 0.25 CHF | 0.26 CHF | 600,000 | 200,000 | 650,127 | 216,709 | 168,111 CHF | 58,204 CHF | 99.22% | 99.22% |
05/07/2024 | 3.95% | 0.25 CHF | 0.26 CHF | 750,000 | 250,000 | 737,048 | 245,683 | 182,709 CHF | 63,360 CHF | 99.27% | 99.27% |
04/07/2024 | 4.10% | 0.23 CHF | 0.24 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 179,348 CHF | 62,283 CHF | 99.27% | 99.27% |
03/07/2024 | 4.19% | 0.24 CHF | 0.25 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 175,357 CHF | 60,952 CHF | 99.27% | 99.27% |
02/07/2024 | 4.60% | 0.22 CHF | 0.23 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 159,525 CHF | 55,675 CHF | 99.27% | 99.27% |