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 | 2.47% | 0.37 CHF | 0.38 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 240,481 CHF | 82,160 CHF | 99.33% | 99.33% |
12/07/2024 | 2.31% | 0.44 CHF | 0.45 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 257,411 CHF | 87,804 CHF | 99.32% | 99.32% |
11/07/2024 | 2.29% | 0.41 CHF | 0.42 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 259,093 CHF | 88,364 CHF | 99.20% | 99.20% |
10/07/2024 | 2.60% | 0.41 CHF | 0.42 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 228,345 CHF | 78,115 CHF | 99.36% | 99.36% |
09/07/2024 | 2.75% | 0.35 CHF | 0.36 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 215,686 CHF | 73,896 CHF | 99.34% | 99.34% |
08/07/2024 | 2.67% | 0.37 CHF | 0.38 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 222,393 CHF | 76,131 CHF | 99.38% | 99.38% |
05/07/2024 | 2.96% | 0.33 CHF | 0.34 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 199,736 CHF | 68,579 CHF | 99.31% | 99.31% |
04/07/2024 | 3.08% | 0.33 CHF | 0.34 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 191,639 CHF | 65,880 CHF | 99.37% | 99.37% |
03/07/2024 | 3.15% | 0.31 CHF | 0.32 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 187,861 CHF | 64,620 CHF | 99.39% | 99.39% |
02/07/2024 | 3.00% | 0.32 CHF | 0.33 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 196,727 CHF | 67,576 CHF | 99.30% | 99.30% |