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 | 4.19% | 0.22 CHF | 0.23 CHF | 600,000 | 150,000 | 599,959 | 149,941 | 141,470 CHF | 36,856 CHF | 99.38% | 99.38% |
12/07/2024 | 4.11% | 0.26 CHF | 0.27 CHF | 600,000 | 150,000 | 599,984 | 150,000 | 144,251 CHF | 37,564 CHF | 99.38% | 99.38% |
11/07/2024 | 3.08% | 0.25 CHF | 0.26 CHF | 600,000 | 150,000 | 503,112 | 149,983 | 161,613 CHF | 50,379 CHF | 99.37% | 99.37% |
10/07/2024 | 1.44% | 0.73 CHF | 0.74 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 309,488 CHF | 104,663 CHF | 99.36% | 99.36% |
09/07/2024 | 1.50% | 0.69 CHF | 0.70 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 297,825 CHF | 100,775 CHF | 99.37% | 99.37% |
08/07/2024 | 1.59% | 0.59 CHF | 0.60 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 281,664 CHF | 95,388 CHF | 99.38% | 99.38% |
05/07/2024 | 1.68% | 0.58 CHF | 0.59 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 265,246 CHF | 89,915 CHF | 99.38% | 99.38% |
04/07/2024 | 1.68% | 0.59 CHF | 0.60 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 265,752 CHF | 90,084 CHF | 98.82% | 98.82% |
03/07/2024 | 1.73% | 0.59 CHF | 0.60 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 257,651 CHF | 87,384 CHF | 99.37% | 99.37% |
02/07/2024 | 1.86% | 0.56 CHF | 0.57 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 239,584 CHF | 81,361 CHF | 99.37% | 99.37% |