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 | 2.76% | 0.34 CHF | 0.35 CHF | 300,000 | 100,000 | 256,621 | 85,540 | 91,452 CHF | 31,340 CHF | 99.27% | 99.27% |
12/07/2024 | 2.58% | 0.37 CHF | 0.38 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 86,188 CHF | 29,480 CHF | 99.27% | 99.27% |
11/07/2024 | 2.59% | 0.38 CHF | 0.39 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 85,921 CHF | 29,390 CHF | 99.27% | 99.27% |
10/07/2024 | 2.67% | 0.39 CHF | 0.40 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 83,210 CHF | 28,487 CHF | 99.27% | 99.27% |
09/07/2024 | 2.87% | 0.35 CHF | 0.36 CHF | 225,000 | 75,000 | 299,662 | 99,887 | 103,095 CHF | 35,364 CHF | 99.27% | 99.27% |
08/07/2024 | 2.99% | 0.33 CHF | 0.34 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 98,737 CHF | 33,912 CHF | 99.24% | 99.24% |
05/07/2024 | 2.95% | 0.33 CHF | 0.34 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 100,303 CHF | 34,434 CHF | 99.27% | 99.27% |
04/07/2024 | 2.93% | 0.33 CHF | 0.34 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 100,881 CHF | 34,627 CHF | 99.27% | 99.27% |
03/07/2024 | 3.00% | 0.32 CHF | 0.33 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 98,462 CHF | 33,821 CHF | 99.27% | 99.27% |
02/07/2024 | 3.02% | 0.32 CHF | 0.33 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 97,983 CHF | 33,661 CHF | 99.27% | 99.27% |