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 | 2.55% | 0.34 CHF | 0.35 CHF | 300,000 | 100,000 | 300,000 | 99,921 | 116,568 CHF | 39,824 CHF | 99.37% | 99.37% |
12/07/2024 | 2.33% | 0.41 CHF | 0.42 CHF | 300,000 | 100,000 | 300,000 | 99,977 | 127,380 CHF | 43,451 CHF | 99.38% | 99.38% |
11/07/2024 | 2.55% | 0.39 CHF | 0.40 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 116,346 CHF | 39,782 CHF | 99.38% | 99.38% |
10/07/2024 | 3.30% | 0.31 CHF | 0.32 CHF | 300,000 | 100,000 | 299,978 | 99,978 | 89,480 CHF | 30,823 CHF | 99.37% | 99.37% |
09/07/2024 | 3.27% | 0.31 CHF | 0.32 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 90,250 CHF | 31,083 CHF | 99.38% | 99.38% |
08/07/2024 | 3.27% | 0.30 CHF | 0.31 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 90,241 CHF | 31,080 CHF | 99.38% | 99.38% |
05/07/2024 | 3.35% | 0.30 CHF | 0.31 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 88,326 CHF | 30,442 CHF | 99.37% | 99.37% |
04/07/2024 | 3.58% | 0.28 CHF | 0.29 CHF | 300,000 | 100,000 | 312,823 | 104,293 | 85,676 CHF | 29,606 CHF | 98.82% | 98.82% |
03/07/2024 | 4.35% | 0.22 CHF | 0.23 CHF | 450,000 | 150,000 | 450,000 | 149,947 | 101,418 CHF | 35,294 CHF | 99.37% | 99.37% |
02/07/2024 | 4.73% | 0.21 CHF | 0.22 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 92,906 CHF | 32,469 CHF | 99.38% | 99.38% |