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 | 900,000 | 300,000 | 900,000 | 300,000 | 326,676 CHF | 111,892 CHF | 99.15% | 99.15% |
12/07/2024 | 2.76% | 0.37 CHF | 0.38 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 322,226 CHF | 110,409 CHF | 97.85% | 97.85% |
11/07/2024 | 2.74% | 0.36 CHF | 0.37 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 270,176 CHF | 92,559 CHF | 97.32% | 97.32% |
10/07/2024 | 2.73% | 0.35 CHF | 0.36 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 271,506 CHF | 93,002 CHF | 99.16% | 99.16% |
09/07/2024 | 2.69% | 0.36 CHF | 0.37 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 275,299 CHF | 94,266 CHF | 99.58% | 99.58% |
08/07/2024 | 2.61% | 0.37 CHF | 0.38 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 283,101 CHF | 96,867 CHF | 99.55% | 99.55% |
05/07/2024 | 2.56% | 0.38 CHF | 0.39 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 289,295 CHF | 98,932 CHF | 99.58% | 99.58% |
04/07/2024 | 2.53% | 0.39 CHF | 0.40 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 292,444 CHF | 99,981 CHF | 99.56% | 99.56% |
03/07/2024 | 2.57% | 0.39 CHF | 0.40 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 287,775 CHF | 98,425 CHF | 99.50% | 99.50% |
02/07/2024 | 2.62% | 0.36 CHF | 0.37 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 282,905 CHF | 96,802 CHF | 99.58% | 99.58% |