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 | 2.21% | 0.42 CHF | 0.43 CHF | 750,000 | 200,000 | 622,027 | 200,000 | 277,926 CHF | 91,558 CHF | 99.38% | 99.38% |
12/07/2024 | 2.37% | 0.44 CHF | 0.45 CHF | 600,000 | 200,000 | 726,621 | 200,000 | 302,847 CHF | 85,476 CHF | 99.38% | 99.38% |
11/07/2024 | 2.53% | 0.43 CHF | 0.44 CHF | 750,000 | 200,000 | 750,000 | 200,000 | 293,783 CHF | 80,342 CHF | 99.38% | 99.38% |
10/07/2024 | 2.73% | 0.36 CHF | 0.37 CHF | 750,000 | 200,000 | 750,000 | 200,000 | 271,344 CHF | 74,358 CHF | 99.37% | 99.37% |
09/07/2024 | 2.63% | 0.36 CHF | 0.37 CHF | 750,000 | 200,000 | 750,000 | 200,000 | 281,833 CHF | 77,156 CHF | 99.37% | 99.37% |
08/07/2024 | 2.68% | 0.37 CHF | 0.38 CHF | 750,000 | 200,000 | 750,000 | 200,000 | 275,793 CHF | 75,545 CHF | 99.38% | 99.38% |
05/07/2024 | 2.42% | 0.39 CHF | 0.40 CHF | 750,000 | 200,000 | 750,000 | 200,000 | 305,619 CHF | 83,498 CHF | 99.38% | 99.38% |
04/07/2024 | 2.54% | 0.39 CHF | 0.40 CHF | 750,000 | 200,000 | 750,000 | 200,000 | 291,518 CHF | 79,738 CHF | 98.59% | 98.59% |
03/07/2024 | 2.67% | 0.38 CHF | 0.39 CHF | 750,000 | 200,000 | 750,000 | 200,000 | 277,251 CHF | 75,934 CHF | 99.37% | 99.37% |
02/07/2024 | 3.07% | 0.34 CHF | 0.35 CHF | 750,000 | 200,000 | 750,000 | 200,000 | 240,763 CHF | 66,203 CHF | 99.38% | 99.38% |