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 | 2.39% | 0.42 CHF | 0.43 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 124,018 CHF | 42,340 CHF | 99.65% | 99.65% |
12/07/2024 | 2.51% | 0.42 CHF | 0.43 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 118,091 CHF | 40,364 CHF | 97.66% | 97.66% |
11/07/2024 | 2.77% | 0.37 CHF | 0.38 CHF | 450,000 | 150,000 | 446,943 | 148,981 | 159,381 CHF | 54,617 CHF | 99.45% | 99.45% |
10/07/2024 | 2.78% | 0.34 CHF | 0.35 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 159,815 CHF | 54,772 CHF | 94.55% | 94.55% |
09/07/2024 | 2.66% | 0.36 CHF | 0.37 CHF | 450,000 | 150,000 | 447,747 | 149,249 | 166,450 CHF | 56,976 CHF | 99.13% | 99.13% |
08/07/2024 | 2.37% | 0.39 CHF | 0.40 CHF | 300,000 | 100,000 | 300,050 | 100,017 | 125,397 CHF | 42,799 CHF | 98.88% | 98.88% |
05/07/2024 | 2.49% | 0.38 CHF | 0.39 CHF | 300,000 | 100,000 | 303,797 | 101,266 | 120,527 CHF | 41,188 CHF | 99.51% | 99.51% |
04/07/2024 | 2.42% | 0.41 CHF | 0.42 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 122,470 CHF | 41,823 CHF | 99.58% | 99.58% |
03/07/2024 | 2.50% | 0.41 CHF | 0.42 CHF | 300,000 | 100,000 | 301,091 | 100,364 | 118,744 CHF | 40,585 CHF | 99.55% | 99.55% |
02/07/2024 | 2.50% | 0.39 CHF | 0.40 CHF | 300,000 | 100,000 | 308,656 | 102,885 | 121,777 CHF | 41,621 CHF | 99.54% | 99.54% |