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 | 4.75% | 0.18 CHF | 0.19 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 123,674 CHF | 43,225 CHF | 99.17% | 99.17% |
12/07/2024 | 3.39% | 0.29 CHF | 0.30 CHF | 450,000 | 150,000 | 514,125 | 171,375 | 149,069 CHF | 51,403 CHF | 99.17% | 99.17% |
11/07/2024 | 2.12% | 0.47 CHF | 0.48 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 210,291 CHF | 71,597 CHF | 99.17% | 99.17% |
10/07/2024 | 2.13% | 0.44 CHF | 0.45 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 209,369 CHF | 71,290 CHF | 99.16% | 99.16% |
09/07/2024 | 1.99% | 0.48 CHF | 0.49 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 224,319 CHF | 76,273 CHF | 99.17% | 99.17% |
08/07/2024 | 2.30% | 0.45 CHF | 0.46 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 193,814 CHF | 66,105 CHF | 99.15% | 99.15% |
05/07/2024 | 2.49% | 0.40 CHF | 0.41 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 178,718 CHF | 61,073 CHF | 99.16% | 99.16% |
04/07/2024 | 2.88% | 0.36 CHF | 0.37 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 153,936 CHF | 52,812 CHF | 99.17% | 99.17% |
03/07/2024 | 3.09% | 0.32 CHF | 0.33 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 143,295 CHF | 49,265 CHF | 99.17% | 99.17% |
02/07/2024 | 3.13% | 0.32 CHF | 0.33 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 141,374 CHF | 48,625 CHF | 99.16% | 99.16% |