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 | 3.84% | 0.26 CHF | 0.27 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 191,710 CHF | 66,403 CHF | 99.48% | 99.48% |
12/07/2024 | 3.74% | 0.27 CHF | 0.28 CHF | 750,000 | 250,000 | 749,933 | 249,978 | 196,765 CHF | 68,088 CHF | 99.52% | 99.52% |
11/07/2024 | 3.94% | 0.25 CHF | 0.26 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 186,727 CHF | 64,742 CHF | 99.48% | 99.48% |
10/07/2024 | 4.01% | 0.25 CHF | 0.26 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 183,433 CHF | 63,644 CHF | 99.56% | 99.56% |
09/07/2024 | 4.30% | 0.22 CHF | 0.23 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 170,871 CHF | 59,457 CHF | 99.53% | 99.53% |
08/07/2024 | 3.76% | 0.25 CHF | 0.26 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 196,154 CHF | 67,885 CHF | 99.60% | 99.60% |
05/07/2024 | 3.68% | 0.25 CHF | 0.26 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 200,316 CHF | 69,272 CHF | 99.57% | 99.57% |
04/07/2024 | 3.56% | 0.27 CHF | 0.28 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 207,277 CHF | 71,592 CHF | 99.36% | 99.36% |
03/07/2024 | 4.18% | 0.24 CHF | 0.25 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 176,096 CHF | 61,199 CHF | 99.14% | 99.14% |
02/07/2024 | 5.06% | 0.21 CHF | 0.22 CHF | 900,000 | 300,000 | 899,805 | 299,935 | 173,601 CHF | 60,866 CHF | 99.58% | 99.58% |