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 | 2.78% | 0.33 CHF | 0.34 CHF | 750,000 | 250,000 | 691,624 | 230,541 | 244,518 CHF | 83,812 CHF | 99.36% | 99.36% |
12/07/2024 | 2.63% | 0.38 CHF | 0.39 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 225,602 CHF | 77,201 CHF | 99.34% | 99.34% |
11/07/2024 | 2.61% | 0.36 CHF | 0.37 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 283,359 CHF | 96,953 CHF | 99.33% | 99.33% |
10/07/2024 | 2.93% | 0.36 CHF | 0.37 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 252,207 CHF | 86,569 CHF | 99.38% | 99.38% |
09/07/2024 | 3.08% | 0.32 CHF | 0.33 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 239,598 CHF | 82,366 CHF | 99.40% | 99.40% |
08/07/2024 | 3.00% | 0.33 CHF | 0.34 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 246,635 CHF | 84,712 CHF | 99.39% | 99.39% |
05/07/2024 | 3.29% | 0.29 CHF | 0.30 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 224,233 CHF | 77,244 CHF | 99.36% | 99.36% |
04/07/2024 | 3.40% | 0.30 CHF | 0.31 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 216,825 CHF | 74,775 CHF | 99.37% | 99.37% |
03/07/2024 | 3.46% | 0.28 CHF | 0.29 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 213,053 CHF | 73,518 CHF | 99.40% | 99.40% |
02/07/2024 | 3.32% | 0.29 CHF | 0.30 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 221,980 CHF | 76,493 CHF | 99.39% | 99.39% |