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 | 3.19% | 0.26 CHF | 0.27 CHF | 450,000 | 150,000 | 433,467 | 144,489 | 133,810 CHF | 46,048 CHF | 99.17% | 99.17% |
12/07/2024 | 2.33% | 0.44 CHF | 0.45 CHF | 300,000 | 100,000 | 315,052 | 105,017 | 134,296 CHF | 45,816 CHF | 99.17% | 99.17% |
11/07/2024 | 1.48% | 0.68 CHF | 0.69 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 201,924 CHF | 68,308 CHF | 99.17% | 99.17% |
10/07/2024 | 1.50% | 0.63 CHF | 0.64 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 199,254 CHF | 67,418 CHF | 99.16% | 99.16% |
09/07/2024 | 1.39% | 0.69 CHF | 0.70 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 214,396 CHF | 72,465 CHF | 99.17% | 99.17% |
08/07/2024 | 1.56% | 0.66 CHF | 0.67 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 190,394 CHF | 64,465 CHF | 99.15% | 99.15% |
05/07/2024 | 1.69% | 0.59 CHF | 0.60 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 175,757 CHF | 59,586 CHF | 99.15% | 99.15% |
04/07/2024 | 1.94% | 0.54 CHF | 0.55 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 153,217 CHF | 52,072 CHF | 99.17% | 99.17% |
03/07/2024 | 2.09% | 0.47 CHF | 0.48 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 141,758 CHF | 48,253 CHF | 99.17% | 99.17% |
02/07/2024 | 2.15% | 0.48 CHF | 0.49 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 137,988 CHF | 46,996 CHF | 99.16% | 99.16% |