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 | 2.02% | 0.49 CHF | 0.50 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 220,375 CHF | 74,958 CHF | 99.48% | 99.48% |
12/07/2024 | 2.09% | 0.50 CHF | 0.51 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 213,105 CHF | 72,535 CHF | 97.95% | 97.95% |
11/07/2024 | 2.26% | 0.45 CHF | 0.46 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 197,127 CHF | 67,209 CHF | 99.43% | 99.43% |
10/07/2024 | 2.27% | 0.42 CHF | 0.43 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 195,978 CHF | 66,826 CHF | 94.56% | 94.56% |
09/07/2024 | 2.19% | 0.44 CHF | 0.45 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 203,372 CHF | 69,291 CHF | 99.15% | 99.15% |
08/07/2024 | 2.02% | 0.46 CHF | 0.47 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 220,785 CHF | 75,095 CHF | 98.91% | 98.91% |
05/07/2024 | 2.09% | 0.46 CHF | 0.47 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 212,886 CHF | 72,462 CHF | 99.51% | 99.51% |
04/07/2024 | 2.04% | 0.49 CHF | 0.50 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 218,076 CHF | 74,192 CHF | 99.56% | 99.56% |
03/07/2024 | 2.09% | 0.49 CHF | 0.50 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 212,638 CHF | 72,380 CHF | 99.54% | 99.54% |
02/07/2024 | 2.09% | 0.46 CHF | 0.47 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 213,377 CHF | 72,626 CHF | 99.56% | 99.56% |