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 | 4.04% | 0.23 CHF | 0.24 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 109,452 CHF | 25,323 CHF | 99.17% | 99.17% |
12/07/2024 | 4.15% | 0.25 CHF | 0.26 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 106,247 CHF | 24,611 CHF | 99.16% | 99.16% |
11/07/2024 | 4.20% | 0.24 CHF | 0.25 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 104,900 CHF | 24,311 CHF | 99.17% | 99.17% |
10/07/2024 | 4.63% | 0.22 CHF | 0.23 CHF | 450,000 | 100,000 | 465,695 | 100,000 | 98,105 CHF | 22,100 CHF | 99.17% | 99.17% |
09/07/2024 | 3.91% | 0.23 CHF | 0.24 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 112,886 CHF | 26,086 CHF | 99.17% | 99.17% |
08/07/2024 | 3.76% | 0.27 CHF | 0.28 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 117,774 CHF | 27,172 CHF | 99.15% | 99.15% |
05/07/2024 | 3.83% | 0.25 CHF | 0.26 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 115,568 CHF | 26,682 CHF | 99.15% | 99.15% |
04/07/2024 | 3.83% | 0.26 CHF | 0.27 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 115,248 CHF | 26,611 CHF | 99.17% | 99.17% |
03/07/2024 | 3.86% | 0.26 CHF | 0.27 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 114,389 CHF | 26,420 CHF | 99.15% | 99.15% |
02/07/2024 | 4.49% | 0.24 CHF | 0.25 CHF | 450,000 | 100,000 | 567,874 | 100,000 | 123,489 CHF | 22,819 CHF | 99.17% | 99.17% |