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 | 3.14% | 0.31 CHF | 0.32 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 235,434 CHF | 80,978 CHF | 99.10% | 99.10% |
12/07/2024 | 3.19% | 0.32 CHF | 0.33 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 231,422 CHF | 79,641 CHF | 97.97% | 97.97% |
11/07/2024 | 3.17% | 0.31 CHF | 0.32 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 232,889 CHF | 80,130 CHF | 97.36% | 97.36% |
10/07/2024 | 3.15% | 0.30 CHF | 0.31 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 234,548 CHF | 80,683 CHF | 99.16% | 99.16% |
09/07/2024 | 3.10% | 0.31 CHF | 0.32 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 238,031 CHF | 81,844 CHF | 99.57% | 99.57% |
08/07/2024 | 3.00% | 0.32 CHF | 0.33 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 245,893 CHF | 84,464 CHF | 99.59% | 99.59% |
05/07/2024 | 2.93% | 0.33 CHF | 0.34 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 252,563 CHF | 86,688 CHF | 99.60% | 99.60% |
04/07/2024 | 2.89% | 0.34 CHF | 0.35 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 255,440 CHF | 87,647 CHF | 99.58% | 99.58% |
03/07/2024 | 2.94% | 0.34 CHF | 0.35 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 251,318 CHF | 86,273 CHF | 99.46% | 99.46% |
02/07/2024 | 3.01% | 0.31 CHF | 0.32 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 245,756 CHF | 84,419 CHF | 99.58% | 99.58% |