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 | 3.40% | 0.25 CHF | 0.26 CHF | 600,000 | 200,000 | 455,258 | 151,753 | 131,661 CHF | 45,405 CHF | 99.17% | 99.17% |
12/07/2024 | 2.55% | 0.39 CHF | 0.40 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 175,893 CHF | 60,131 CHF | 99.16% | 99.16% |
11/07/2024 | 1.69% | 0.59 CHF | 0.60 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 264,056 CHF | 89,519 CHF | 99.17% | 99.17% |
10/07/2024 | 1.70% | 0.55 CHF | 0.56 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 262,010 CHF | 88,837 CHF | 99.17% | 99.17% |
09/07/2024 | 1.60% | 0.60 CHF | 0.61 CHF | 450,000 | 150,000 | 444,384 | 148,128 | 275,975 CHF | 93,473 CHF | 99.17% | 99.17% |
08/07/2024 | 1.81% | 0.57 CHF | 0.58 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 246,673 CHF | 83,724 CHF | 99.15% | 99.15% |
05/07/2024 | 1.95% | 0.52 CHF | 0.53 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 228,988 CHF | 77,829 CHF | 99.16% | 99.16% |
04/07/2024 | 2.21% | 0.47 CHF | 0.48 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 201,594 CHF | 68,698 CHF | 99.17% | 99.17% |
03/07/2024 | 2.36% | 0.42 CHF | 0.43 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 188,700 CHF | 64,400 CHF | 99.17% | 99.17% |
02/07/2024 | 2.39% | 0.42 CHF | 0.43 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 186,061 CHF | 63,520 CHF | 99.16% | 99.16% |