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 | 2.72% | 0.35 CHF | 0.36 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 163,204 CHF | 55,901 CHF | 99.27% | 99.27% |
12/07/2024 | 2.93% | 0.35 CHF | 0.36 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 151,256 CHF | 51,919 CHF | 99.27% | 99.27% |
11/07/2024 | 3.27% | 0.32 CHF | 0.33 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 135,466 CHF | 46,655 CHF | 99.27% | 99.27% |
10/07/2024 | 3.45% | 0.29 CHF | 0.30 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 128,433 CHF | 44,311 CHF | 99.27% | 99.27% |
09/07/2024 | 3.13% | 0.28 CHF | 0.29 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 142,316 CHF | 48,939 CHF | 99.27% | 99.27% |
08/07/2024 | 3.06% | 0.31 CHF | 0.32 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 144,998 CHF | 49,833 CHF | 99.21% | 99.21% |
05/07/2024 | 2.98% | 0.34 CHF | 0.35 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 149,167 CHF | 51,222 CHF | 99.27% | 99.27% |
04/07/2024 | 3.33% | 0.30 CHF | 0.31 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 132,955 CHF | 45,818 CHF | 99.27% | 99.27% |
03/07/2024 | 3.83% | 0.26 CHF | 0.27 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 115,446 CHF | 39,982 CHF | 99.27% | 99.27% |
02/07/2024 | 4.22% | 0.25 CHF | 0.26 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 104,434 CHF | 36,312 CHF | 99.26% | 99.26% |