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 | 450,000 | 150,000 | 450,000 | 150,000 | 115,125 CHF | 39,875 CHF | 99.38% | 99.38% |
12/07/2024 | 4.27% | 0.24 CHF | 0.25 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 103,388 CHF | 35,963 CHF | 99.37% | 99.37% |
11/07/2024 | 4.66% | 0.24 CHF | 0.25 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 94,421 CHF | 32,974 CHF | 99.38% | 99.38% |
10/07/2024 | 4.54% | 0.22 CHF | 0.23 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 96,987 CHF | 33,829 CHF | 99.37% | 99.37% |
09/07/2024 | 4.48% | 0.21 CHF | 0.22 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 98,301 CHF | 34,267 CHF | 99.37% | 99.37% |
08/07/2024 | 4.71% | 0.22 CHF | 0.23 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 93,433 CHF | 32,644 CHF | 99.38% | 99.38% |
05/07/2024 | 4.69% | 0.21 CHF | 0.22 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 93,818 CHF | 32,773 CHF | 99.38% | 99.38% |
04/07/2024 | 4.40% | 0.22 CHF | 0.23 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 100,390 CHF | 34,963 CHF | 98.59% | 98.59% |
03/07/2024 | 4.88% | 0.22 CHF | 0.23 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 90,174 CHF | 31,558 CHF | 99.38% | 99.38% |
02/07/2024 | 5.77% | 0.19 CHF | 0.20 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 75,962 CHF | 26,821 CHF | 99.37% | 99.37% |