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 | 2.00% | 0.48 CHF | 0.49 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 223,294 CHF | 75,931 CHF | 98.28% | 98.28% |
12/07/2024 | 1.69% | 0.60 CHF | 0.61 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 264,830 CHF | 89,777 CHF | 95.42% | 95.42% |
11/07/2024 | 1.83% | 0.59 CHF | 0.60 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 243,799 CHF | 82,766 CHF | 98.56% | 98.56% |
10/07/2024 | 1.98% | 0.51 CHF | 0.52 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 225,178 CHF | 76,560 CHF | 98.46% | 98.46% |
09/07/2024 | 1.97% | 0.47 CHF | 0.48 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 226,963 CHF | 77,154 CHF | 98.66% | 98.66% |
08/07/2024 | 1.90% | 0.51 CHF | 0.52 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 234,182 CHF | 79,561 CHF | 96.52% | 96.52% |
05/07/2024 | 1.84% | 0.55 CHF | 0.56 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 242,607 CHF | 82,369 CHF | 95.65% | 95.65% |
04/07/2024 | 2.03% | 0.50 CHF | 0.51 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 219,306 CHF | 74,602 CHF | 95.23% | 95.23% |
03/07/2024 | 2.31% | 0.47 CHF | 0.48 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 192,516 CHF | 65,672 CHF | 98.20% | 98.20% |
02/07/2024 | 2.26% | 0.43 CHF | 0.44 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 196,536 CHF | 67,012 CHF | 98.18% | 98.18% |