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 | 2.07% | 0.48 CHF | 0.49 CHF | 450,000 | 150,000 | 426,029 | 142,010 | 203,590 CHF | 69,283 CHF | 99.38% | 99.38% |
12/07/2024 | 2.20% | 0.46 CHF | 0.47 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 202,247 CHF | 68,916 CHF | 99.38% | 99.38% |
11/07/2024 | 2.31% | 0.46 CHF | 0.47 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 192,341 CHF | 65,614 CHF | 99.38% | 99.38% |
10/07/2024 | 2.30% | 0.43 CHF | 0.44 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 193,676 CHF | 66,059 CHF | 99.37% | 99.37% |
09/07/2024 | 2.31% | 0.42 CHF | 0.43 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 192,737 CHF | 65,746 CHF | 99.37% | 99.37% |
08/07/2024 | 2.37% | 0.42 CHF | 0.43 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 187,523 CHF | 64,008 CHF | 99.38% | 99.38% |
05/07/2024 | 2.36% | 0.42 CHF | 0.43 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 188,122 CHF | 64,207 CHF | 99.38% | 99.38% |
04/07/2024 | 2.31% | 0.42 CHF | 0.43 CHF | 450,000 | 150,000 | 449,841 | 150,000 | 192,816 CHF | 65,796 CHF | 98.59% | 98.59% |
03/07/2024 | 2.44% | 0.42 CHF | 0.43 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 182,148 CHF | 62,216 CHF | 99.38% | 99.38% |
02/07/2024 | 2.67% | 0.39 CHF | 0.40 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 166,529 CHF | 57,010 CHF | 99.37% | 99.37% |