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 | 2.02% | 0.47 CHF | 0.48 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 220,485 CHF | 74,995 CHF | 99.27% | 99.27% |
12/07/2024 | 1.95% | 0.52 CHF | 0.53 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 228,651 CHF | 77,717 CHF | 99.27% | 99.27% |
11/07/2024 | 2.08% | 0.51 CHF | 0.52 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 214,676 CHF | 73,059 CHF | 99.27% | 99.27% |
10/07/2024 | 1.92% | 0.49 CHF | 0.50 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 232,558 CHF | 79,019 CHF | 99.27% | 99.27% |
09/07/2024 | 1.82% | 0.53 CHF | 0.54 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 245,609 CHF | 83,370 CHF | 99.27% | 99.27% |
08/07/2024 | 1.84% | 0.54 CHF | 0.55 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 242,171 CHF | 82,224 CHF | 99.21% | 99.21% |
05/07/2024 | 1.81% | 0.54 CHF | 0.55 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 247,065 CHF | 83,855 CHF | 99.27% | 99.27% |
04/07/2024 | 1.81% | 0.54 CHF | 0.55 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 245,815 CHF | 83,438 CHF | 99.27% | 99.27% |
03/07/2024 | 1.89% | 0.52 CHF | 0.53 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 236,736 CHF | 80,412 CHF | 99.27% | 99.27% |
02/07/2024 | 1.91% | 0.54 CHF | 0.55 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 233,164 CHF | 79,221 CHF | 99.27% | 99.27% |