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 | 2.98% | 0.31 CHF | 0.32 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 149,057 CHF | 51,186 CHF | 99.17% | 99.17% |
12/07/2024 | 3.16% | 0.33 CHF | 0.34 CHF | 450,000 | 150,000 | 505,977 | 150,000 | 157,179 CHF | 48,306 CHF | 99.17% | 99.17% |
11/07/2024 | 3.17% | 0.33 CHF | 0.34 CHF | 450,000 | 150,000 | 550,294 | 150,000 | 170,455 CHF | 48,043 CHF | 99.16% | 99.16% |
10/07/2024 | 3.29% | 0.31 CHF | 0.32 CHF | 600,000 | 150,000 | 600,000 | 150,000 | 179,552 CHF | 46,388 CHF | 99.16% | 99.16% |
09/07/2024 | 3.33% | 0.28 CHF | 0.29 CHF | 600,000 | 150,000 | 600,000 | 150,000 | 177,357 CHF | 45,839 CHF | 99.17% | 99.17% |
08/07/2024 | 3.43% | 0.28 CHF | 0.29 CHF | 600,000 | 150,000 | 591,723 | 150,000 | 169,672 CHF | 44,580 CHF | 99.16% | 99.16% |
05/07/2024 | 3.03% | 0.32 CHF | 0.33 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 146,375 CHF | 50,292 CHF | 99.15% | 99.15% |
04/07/2024 | 3.11% | 0.33 CHF | 0.34 CHF | 450,000 | 150,000 | 553,233 | 150,000 | 174,577 CHF | 48,960 CHF | 99.17% | 99.17% |
03/07/2024 | 3.16% | 0.34 CHF | 0.35 CHF | 450,000 | 150,000 | 568,566 | 150,000 | 176,650 CHF | 48,304 CHF | 99.15% | 99.15% |
02/07/2024 | 3.22% | 0.30 CHF | 0.31 CHF | 600,000 | 150,000 | 600,000 | 150,000 | 183,501 CHF | 47,375 CHF | 99.17% | 99.17% |