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 | 2.67% | 0.35 CHF | 0.36 CHF | 300,000 | 50,000 | 300,000 | 50,000 | 111,020 CHF | 19,003 CHF | 99.27% | 99.27% |
12/07/2024 | 2.38% | 0.42 CHF | 0.43 CHF | 300,000 | 50,000 | 300,000 | 50,000 | 124,552 CHF | 21,259 CHF | 99.27% | 99.27% |
11/07/2024 | 2.70% | 0.41 CHF | 0.42 CHF | 300,000 | 50,000 | 300,000 | 50,000 | 109,571 CHF | 18,762 CHF | 99.27% | 99.27% |
10/07/2024 | 3.29% | 0.33 CHF | 0.34 CHF | 300,000 | 50,000 | 417,128 | 50,000 | 124,151 CHF | 15,443 CHF | 99.27% | 99.27% |
09/07/2024 | 3.00% | 0.32 CHF | 0.33 CHF | 300,000 | 50,000 | 300,000 | 50,000 | 98,453 CHF | 16,909 CHF | 99.27% | 99.27% |
08/07/2024 | 2.76% | 0.32 CHF | 0.33 CHF | 300,000 | 50,000 | 300,000 | 50,000 | 107,324 CHF | 18,387 CHF | 99.22% | 99.22% |
05/07/2024 | 2.98% | 0.35 CHF | 0.36 CHF | 300,000 | 50,000 | 303,148 | 50,000 | 100,290 CHF | 17,053 CHF | 99.27% | 99.27% |
04/07/2024 | 3.46% | 0.30 CHF | 0.31 CHF | 450,000 | 50,000 | 450,000 | 50,000 | 128,020 CHF | 14,724 CHF | 99.27% | 99.27% |
03/07/2024 | 3.34% | 0.29 CHF | 0.30 CHF | 450,000 | 50,000 | 450,000 | 50,000 | 132,603 CHF | 15,234 CHF | 99.27% | 99.27% |
02/07/2024 | 3.44% | 0.28 CHF | 0.30 CHF | 450,000 | 50,000 | 450,000 | 50,000 | 128,704 CHF | 14,800 CHF | 99.27% | 99.27% |