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 | 3.84% | 0.26 CHF | 0.27 CHF | 750,000 | 250,000 | 768,740 | 256,247 | 196,160 CHF | 67,949 CHF | 99.10% | 99.10% |
12/07/2024 | 3.79% | 0.27 CHF | 0.28 CHF | 750,000 | 250,000 | 768,403 | 256,134 | 198,781 CHF | 68,822 CHF | 98.90% | 98.90% |
11/07/2024 | 4.14% | 0.25 CHF | 0.26 CHF | 750,000 | 250,000 | 897,423 | 299,141 | 212,395 CHF | 73,790 CHF | 99.03% | 99.03% |
10/07/2024 | 4.25% | 0.25 CHF | 0.26 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 207,776 CHF | 72,259 CHF | 99.09% | 99.09% |
09/07/2024 | 4.36% | 0.22 CHF | 0.23 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 202,016 CHF | 70,339 CHF | 99.13% | 99.13% |
08/07/2024 | 3.25% | 0.30 CHF | 0.31 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 227,319 CHF | 78,273 CHF | 99.11% | 99.11% |
05/07/2024 | 3.09% | 0.30 CHF | 0.31 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 239,185 CHF | 82,228 CHF | 98.86% | 98.86% |
04/07/2024 | 3.12% | 0.32 CHF | 0.33 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 236,757 CHF | 81,419 CHF | 98.79% | 98.79% |
03/07/2024 | 3.26% | 0.31 CHF | 0.32 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 226,503 CHF | 78,001 CHF | 99.06% | 99.06% |
02/07/2024 | 3.59% | 0.28 CHF | 0.29 CHF | 750,000 | 250,000 | 777,777 | 259,259 | 212,621 CHF | 73,466 CHF | 99.18% | 99.18% |