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 | 3.57% | 0.26 CHF | 0.27 CHF | 750,000 | 250,000 | 750,000 | 249,978 | 206,673 CHF | 71,386 CHF | 99.53% | 99.53% |
12/07/2024 | 3.14% | 0.33 CHF | 0.34 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 235,367 CHF | 80,956 CHF | 99.48% | 99.48% |
11/07/2024 | 3.67% | 0.28 CHF | 0.29 CHF | 750,000 | 250,000 | 749,946 | 250,000 | 200,451 CHF | 69,322 CHF | 99.11% | 99.11% |
10/07/2024 | 4.29% | 0.25 CHF | 0.26 CHF | 750,000 | 250,000 | 862,363 | 287,462 | 196,539 CHF | 68,389 CHF | 99.58% | 99.58% |
09/07/2024 | 4.25% | 0.21 CHF | 0.22 CHF | 900,000 | 300,000 | 878,605 | 292,846 | 202,319 CHF | 70,363 CHF | 99.58% | 99.58% |
08/07/2024 | 3.56% | 0.24 CHF | 0.25 CHF | 750,000 | 250,000 | 750,000 | 249,965 | 207,431 CHF | 71,634 CHF | 99.58% | 99.58% |
05/07/2024 | 3.07% | 0.30 CHF | 0.31 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 240,498 CHF | 82,666 CHF | 99.29% | 99.29% |
04/07/2024 | 3.09% | 0.32 CHF | 0.33 CHF | 750,000 | 250,000 | 750,000 | 249,977 | 239,039 CHF | 82,172 CHF | 99.53% | 99.53% |
03/07/2024 | 3.09% | 0.31 CHF | 0.32 CHF | 750,000 | 250,000 | 749,968 | 250,000 | 239,338 CHF | 82,283 CHF | 99.59% | 99.59% |
02/07/2024 | 3.46% | 0.29 CHF | 0.30 CHF | 750,000 | 250,000 | 750,000 | 249,989 | 212,981 CHF | 73,491 CHF | 99.58% | 99.58% |