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 | 2.87% | 0.35 CHF | 0.36 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 154,836 CHF | 53,112 CHF | 99.38% | 99.38% |
12/07/2024 | 3.07% | 0.33 CHF | 0.34 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 144,592 CHF | 49,697 CHF | 99.38% | 99.38% |
11/07/2024 | 3.27% | 0.33 CHF | 0.34 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 135,308 CHF | 46,603 CHF | 99.38% | 99.38% |
10/07/2024 | 3.25% | 0.30 CHF | 0.31 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 136,410 CHF | 46,970 CHF | 99.38% | 99.38% |
09/07/2024 | 3.24% | 0.30 CHF | 0.31 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 136,646 CHF | 47,049 CHF | 99.37% | 99.37% |
08/07/2024 | 3.36% | 0.30 CHF | 0.31 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 131,893 CHF | 45,464 CHF | 99.38% | 99.38% |
05/07/2024 | 3.30% | 0.30 CHF | 0.31 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 134,287 CHF | 46,262 CHF | 99.38% | 99.38% |
04/07/2024 | 3.21% | 0.30 CHF | 0.31 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 138,140 CHF | 47,547 CHF | 98.59% | 98.59% |
03/07/2024 | 3.45% | 0.30 CHF | 0.31 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 128,342 CHF | 44,281 CHF | 99.38% | 99.38% |
02/07/2024 | 3.80% | 0.28 CHF | 0.29 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 116,223 CHF | 40,241 CHF | 99.37% | 99.37% |