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 | 2.53% | 0.35 CHF | 0.36 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 175,881 CHF | 60,127 CHF | 99.17% | 99.17% |
12/07/2024 | 1.98% | 0.51 CHF | 0.52 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 226,229 CHF | 76,910 CHF | 99.17% | 99.17% |
11/07/2024 | 1.38% | 0.72 CHF | 0.73 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 215,446 CHF | 72,815 CHF | 99.16% | 99.16% |
10/07/2024 | 1.40% | 0.68 CHF | 0.69 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 213,415 CHF | 72,138 CHF | 99.17% | 99.17% |
09/07/2024 | 1.31% | 0.73 CHF | 0.74 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 227,020 CHF | 76,673 CHF | 99.17% | 99.17% |
08/07/2024 | 1.46% | 0.70 CHF | 0.71 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 203,919 CHF | 68,973 CHF | 99.15% | 99.15% |
05/07/2024 | 1.56% | 0.64 CHF | 0.65 CHF | 300,000 | 100,000 | 300,756 | 100,252 | 191,478 CHF | 64,829 CHF | 99.16% | 99.16% |
04/07/2024 | 1.74% | 0.60 CHF | 0.61 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 255,777 CHF | 86,759 CHF | 99.17% | 99.17% |
03/07/2024 | 1.86% | 0.54 CHF | 0.55 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 240,253 CHF | 81,584 CHF | 99.17% | 99.17% |
02/07/2024 | 1.88% | 0.54 CHF | 0.55 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 236,726 CHF | 80,409 CHF | 99.16% | 99.16% |